Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 98 | — |
| Standard deviation | 12.54 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 97 | — |
| Standard deviation | 12.11 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 10.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 97 | — |
| Standard deviation | 12.52 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 34.96K | — |
| 3-year earnings growth | 16.57 | — |