Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 98 | — |
| Standard deviation | 10.75 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 97 | — |
| Standard deviation | 10.03 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 6.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 96 | — |
| Standard deviation | 9.78 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 43.80K | — |
| 3-year earnings growth | 1.99 | — |