Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 89 | — |
| Standard deviation | 14.05 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 91 | — |
| Standard deviation | 15.52 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 11.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 94 | — |
| Standard deviation | 15.65 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 40.04K | — |
| 3-year earnings growth | 9.03 | — |