Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 92 | — |
| Standard deviation | 12.08 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 89 | — |
| Standard deviation | 11.81 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 6.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 88 | — |
| Standard deviation | 11.39 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 85.18K | — |
| 3-year earnings growth | 3.35 | — |