Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 79 | — |
| Standard deviation | 9.04 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 81 | — |
| Standard deviation | 9.14 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 79 | — |
| Standard deviation | 9.14 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 84.03K | — |
| 3-year earnings growth | 10.06 | — |