Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 81 | — |
| Standard deviation | 9.44 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 83 | — |
| Standard deviation | 9.11 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 6.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 85 | — |
| Standard deviation | 10.01 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 5.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 21.58K | — |
| 3-year earnings growth | 17.65 | — |