Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 97 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 98 | — |
| Standard deviation | 16.04 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 11.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 98 | — |
| Standard deviation | 16.39 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 61.47K | — |
| 3-year earnings growth | 19.91 | — |