Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 95 | — |
| Standard deviation | 13.80 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 96 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 96 | — |
| Standard deviation | 13.77 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 63.82K | — |
| 3-year earnings growth | 10.59 | — |