Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 90 | — |
| Standard deviation | 12.34 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 93 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 8.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 94 | — |
| Standard deviation | 12.95 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 46.47K | — |
| 3-year earnings growth | 8.64 | — |