Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 88 | — |
| Standard deviation | 13.67 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 90 | — |
| Standard deviation | 14.54 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 92 | — |
| Standard deviation | 15.64 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 1.10 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 40.66K | — |
| 3-year earnings growth | 6.56 | — |