Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 91 | — |
| Standard deviation | 17.28 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 90 | — |
| Standard deviation | 16.84 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 90 | — |
| Standard deviation | 17.83 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 58.45K | — |
| 3-year earnings growth | 6.67 | — |