Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 97 | — |
| Standard deviation | 12.48 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 96 | — |
| Standard deviation | 11.44 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 7.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 96 | — |
| Standard deviation | 11.44 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 114.44K | — |
| 3-year earnings growth | 11.74 | — |