Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 79 | — |
| Standard deviation | 12.49 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 85 | — |
| Standard deviation | 12.44 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 88 | — |
| Standard deviation | 13.16 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 102.95K | — |
| 3-year earnings growth | 11.62 | — |