Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 95 | — |
| Standard deviation | 14.87 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 94 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 93 | — |
| Standard deviation | 16.92 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 55.67K | — |
| 3-year earnings growth | 30.65 | — |