Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 84 | — |
| Standard deviation | 15.52 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 75 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 73 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 5.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 58.27K | — |
| 3-year earnings growth | 16.79 | — |