Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 98 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 97 | — |
| Standard deviation | 11.51 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 7.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 97 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 68.87K | — |
| 3-year earnings growth | 11.87 | — |