Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 99 | — |
| Standard deviation | 14.79 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 98 | — |
| Standard deviation | 14.45 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 96 | — |
| Standard deviation | 14.30 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 59.57K | — |
| 3-year earnings growth | 10.76 | — |