Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 90 | — |
| Standard deviation | 10.89 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 5.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 92 | — |
| Standard deviation | 11.92 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 82 | — |
| Standard deviation | 14.14 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 21.15K | — |
| 3-year earnings growth | 5.32 | — |