Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 95 | — |
| Standard deviation | 14.96 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 94 | — |
| Standard deviation | 16.35 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 93 | — |
| Standard deviation | 16.95 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 55.67K | — |
| 3-year earnings growth | 30.65 | — |