Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 87 | — |
| Standard deviation | 10.99 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 85 | — |
| Standard deviation | 10.28 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 9.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 89 | — |
| Standard deviation | 11.36 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 87.51K | — |
| 3-year earnings growth | 14.41 | — |