Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 98 | — |
| Standard deviation | 9.08 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 97 | — |
| Standard deviation | 8.81 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 5.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 90 | — |
| Standard deviation | 9.16 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 72.55K | — |
| 3-year earnings growth | 18.97 | — |