Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 90 | — |
| Standard deviation | 16.61 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 88 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 90 | — |
| Standard deviation | 15.77 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 140.06K | — |
| 3-year earnings growth | 10.23 | — |