Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 98 | — |
| Standard deviation | 13.25 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 97 | — |
| Standard deviation | 13.99 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 10.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 97 | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 30.90K | — |
| 3-year earnings growth | 7.10 | — |