Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 92 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 92 | — |
| Standard deviation | 16.28 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 91 | — |
| Standard deviation | 16.91 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 0.95 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 49.48K | — |
| 3-year earnings growth | 3.25 | — |