Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 91 | — |
| Standard deviation | 10.20 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 84 | — |
| Standard deviation | 9.47 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 5.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 82 | — |
| Standard deviation | 9.34 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 2.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 83.78K | — |
| 3-year earnings growth | 5.76 | — |