Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 97 | — |
| Standard deviation | 7.65 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 96 | — |
| Standard deviation | 7.22 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 89 | — |
| Standard deviation | 7.32 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 72.51K | — |
| 3-year earnings growth | 18.98 | — |