Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 96 | — |
| Standard deviation | 13.84 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 94 | — |
| Standard deviation | 14.83 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 8.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 94 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 56.91K | — |
| 3-year earnings growth | 22.41 | — |