Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 89 | — |
| Standard deviation | 21.03 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 86 | — |
| Standard deviation | 20.26 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 87 | — |
| Standard deviation | 18.14 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 33.73K | — |
| 3-year earnings growth | 15.62 | — |