Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 88 | — |
| Standard deviation | 7.48 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 91 | — |
| Standard deviation | 7.84 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 88 | — |
| Standard deviation | 8.56 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 83.88K | — |
| 3-year earnings growth | 9.50 | — |