Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 94 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 95 | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 95 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 95.54K | — |
| 3-year earnings growth | 15.23 | — |