Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 98 | — |
| Standard deviation | 17.44 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 97 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 92 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 42.56K | — |
| 3-year earnings growth | 13.72 | — |