Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 97 | — |
| Standard deviation | 13.69 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 98 | — |
| Standard deviation | 13.91 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 8.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 98 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 56.18K | — |
| 3-year earnings growth | 4.89 | — |