Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 93 | — |
| Standard deviation | 13.03 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 93 | — |
| Standard deviation | 15.10 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 10.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 95 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 67.59K | — |
| 3-year earnings growth | 10.12 | — |