Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 99 | — |
| Standard deviation | 10.04 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 97 | — |
| Standard deviation | 9.84 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 92 | — |
| Standard deviation | 9.98 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 99.50K | — |
| 3-year earnings growth | 9.75 | — |