Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 98 | — |
| Standard deviation | 17.83 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 98 | — |
| Standard deviation | 18.93 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 96 | — |
| Standard deviation | 18.34 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.96 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 40.41K | — |
| 3-year earnings growth | 21.58 | — |