Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 94 | — |
| Standard deviation | 9.73 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 4.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 91 | — |
| Standard deviation | 9.92 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 6.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 89 | — |
| Standard deviation | 9.87 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 90.41K | — |
| 3-year earnings growth | 8.08 | — |