Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 98 | — |
| Standard deviation | 13.56 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 97 | — |
| Standard deviation | 13.67 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 96 | — |
| Standard deviation | 14.38 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 48.06K | — |
| 3-year earnings growth | 9.68 | — |