Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 98 | — |
| Standard deviation | 12.54 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 97 | — |
| Standard deviation | 12.11 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 9.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 97 | — |
| Standard deviation | 12.52 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 34.96K | — |
| 3-year earnings growth | 16.57 | — |