Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 91 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 93 | — |
| Standard deviation | 16.13 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 94 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 43.57K | — |
| 3-year earnings growth | 5.52 | — |