Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 79 | — |
| Standard deviation | 8.40 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 80 | — |
| Standard deviation | 8.28 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 84 | — |
| Standard deviation | 7.67 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 36.74K | — |
| 3-year earnings growth | 3.39 | — |