Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 96 | — |
| Standard deviation | 13.94 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 95 | — |
| Standard deviation | 14.01 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 96 | — |
| Standard deviation | 14.62 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 36.61K | — |
| 3-year earnings growth | 8.13 | — |