Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 90 | — |
| Standard deviation | 12.20 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 90 | — |
| Standard deviation | 13.61 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 89 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 31.20K | — |
| 3-year earnings growth | 22.42 | — |