Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 91 | — |
| Standard deviation | 17.66 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 90 | — |
| Standard deviation | 16.69 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 93 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 11.55K | — |
| 3-year earnings growth | 31.18 | — |