Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 99 | — |
| Standard deviation | 16.54 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 99 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 10.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 98 | — |
| Standard deviation | 16.37 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.78 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 44.22K | — |
| 3-year earnings growth | 15.56 | — |