Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 68 | — |
| Standard deviation | 13.55 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 64 | — |
| Standard deviation | 14.04 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 7.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 71 | — |
| Standard deviation | 13.34 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 27.75K | — |
| 3-year earnings growth | 15.02 | — |