Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 93 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 93 | — |
| Standard deviation | 15.10 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 91 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 33.04K | — |
| 3-year earnings growth | 11.96 | — |