Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 97 | — |
| Standard deviation | 10.47 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 96 | — |
| Standard deviation | 10.45 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 6.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 97 | — |
| Standard deviation | 11.61 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 68.16K | — |
| 3-year earnings growth | 11.86 | — |