Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 97 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 98 | — |
| Standard deviation | 15.87 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 10.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 98 | — |
| Standard deviation | 16.37 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 58.36K | — |
| 3-year earnings growth | 11.69 | — |