Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 73 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 63 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 67 | — |
| Standard deviation | 12.19 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 35.08K | — |
| 3-year earnings growth | 17.63 | — |