Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 80 | — |
| Standard deviation | 11.10 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 84 | — |
| Standard deviation | 13.03 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 88 | — |
| Standard deviation | 14.18 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 40.77K | — |
| 3-year earnings growth | 10.23 | — |