Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 95 | — |
| Standard deviation | 11.73 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 93 | — |
| Standard deviation | 11.42 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 83 | — |
| Standard deviation | 11.73 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 74.23K | — |
| 3-year earnings growth | 15.80 | — |