Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 88 | — |
| Standard deviation | 10.45 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 83 | — |
| Standard deviation | 10.21 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 82 | — |
| Standard deviation | 10.06 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 105.56K | — |
| 3-year earnings growth | 3.85 | — |