Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 98 | — |
| Standard deviation | 17.67 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 97 | — |
| Standard deviation | 17.58 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 98 | — |
| Standard deviation | 18.16 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 26.21K | — |
| 3-year earnings growth | 2.50 | — |