Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 76 | — |
| Standard deviation | 12.17 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 74 | — |
| Standard deviation | 12.21 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 78 | — |
| Standard deviation | 12.39 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 108.94K | — |
| 3-year earnings growth | 11.14 | — |