Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 97 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 98 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 98 | — |
| Standard deviation | 16.41 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 58.36K | — |
| 3-year earnings growth | 11.69 | — |