Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 98 | — |
| Standard deviation | 10.30 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 97 | — |
| Standard deviation | 9.78 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 92 | — |
| Standard deviation | 9.48 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 90.38K | — |
| 3-year earnings growth | 8.43 | — |