Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 87 | — |
| Standard deviation | 11 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 85 | — |
| Standard deviation | 10.29 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 10.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 89 | — |
| Standard deviation | 11.37 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 4.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 87.51K | — |
| 3-year earnings growth | 14.41 | — |