Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 83 | — |
| Standard deviation | 11.96 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 87 | — |
| Standard deviation | 11.65 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 87 | — |
| Standard deviation | 13.69 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 64.81K | — |
| 3-year earnings growth | 6.97 | — |