Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 89 | — |
| Standard deviation | 13.55 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 2.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 89 | — |
| Standard deviation | 14.28 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 90 | — |
| Standard deviation | 14.73 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 50.54K | — |
| 3-year earnings growth | 13.70 | — |