Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 78 | — |
| Standard deviation | 13.02 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 78 | — |
| Standard deviation | 13.21 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 84 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 34.98K | — |
| 3-year earnings growth | -0.65 | — |