Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 97 | — |
| Standard deviation | 13.85 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 94 | — |
| Standard deviation | 13.13 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 13.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 95 | — |
| Standard deviation | 12.77 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 55.92K | — |
| 3-year earnings growth | 10.33 | — |