Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 95 | — |
| Standard deviation | 10.10 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 93 | — |
| Standard deviation | 9.79 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 91 | — |
| Standard deviation | 9.47 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 68.03K | — |
| 3-year earnings growth | 10.65 | — |