Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 92 | — |
| Standard deviation | 13.71 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 92 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 93 | — |
| Standard deviation | 14.32 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 44.57K | — |
| 3-year earnings growth | 6.07 | — |