Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 88 | — |
| Standard deviation | 16.76 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 89 | — |
| Standard deviation | 17.05 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 12.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 87 | — |
| Standard deviation | 16.40 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 62.66K | — |
| 3-year earnings growth | 17.86 | — |