Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 94 | — |
| Standard deviation | 11.09 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 93 | — |
| Standard deviation | 10.69 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 7.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 90 | — |
| Standard deviation | 11.24 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 68.26K | — |
| 3-year earnings growth | 8.49 | — |