Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 87 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 85 | — |
| Standard deviation | 12.29 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 85 | — |
| Standard deviation | 11.46 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 96.60K | — |
| 3-year earnings growth | 10.11 | — |