Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 97 | — |
| Standard deviation | 11.57 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 97 | — |
| Standard deviation | 11.97 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 8.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 97 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 67.54K | — |
| 3-year earnings growth | 11.51 | — |