Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 85 | — |
| Standard deviation | 11.45 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 7.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 84 | — |
| Standard deviation | 11.04 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 108.55K | — |
| 3-year earnings growth | 6.06 | — |