Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 86 | — |
| Standard deviation | 11.62 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 87 | — |
| Standard deviation | 13.14 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 86 | — |
| Standard deviation | 12.76 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 53.64K | — |
| 3-year earnings growth | 2.93 | — |