Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 96 | — |
| Standard deviation | 14.52 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 91 | — |
| Standard deviation | 15.24 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 91 | — |
| Standard deviation | 15.34 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 59.26K | — |
| 3-year earnings growth | 9.25 | — |