Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 94 | — |
| Standard deviation | 11.77 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 9.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 90 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 13.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 89 | — |
| Standard deviation | 12.91 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 9.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 97.61K | — |
| 3-year earnings growth | -1.39 | — |
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