Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 90 | — |
| Standard deviation | 13.22 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 86 | — |
| Standard deviation | 13.58 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 85 | — |
| Standard deviation | 12.60 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 59.94K | — |
| 3-year earnings growth | 6.82 | — |