Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 99 | — |
| Standard deviation | 12.32 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 99 | — |
| Standard deviation | 12.03 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 100 | — |
| Standard deviation | 11.82 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 80.59K | — |
| 3-year earnings growth | 8.88 | — |