Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 88 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 88 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 90 | — |
| Standard deviation | 14.13 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 109.26K | — |
| 3-year earnings growth | 13.51 | — |