Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 78 | — |
| Standard deviation | 13.13 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 80 | — |
| Standard deviation | 12.76 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 84 | — |
| Standard deviation | 12.22 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 76.73K | — |
| 3-year earnings growth | 23.18 | — |