Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 80 | — |
| Standard deviation | 18.46 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 85 | — |
| Standard deviation | 18.68 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 87 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 42.67K | — |
| 3-year earnings growth | 14.98 | — |