Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 85 | — |
| Standard deviation | 15.84 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 83 | — |
| Standard deviation | 15.45 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 84 | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 51.06K | — |
| 3-year earnings growth | 22.79 | — |