Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 14.43 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 91 | — |
| Standard deviation | 15.22 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 88 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 96.20K | — |
| 3-year earnings growth | 15.55 | — |