Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 87 | — |
| Standard deviation | 22.92 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 86 | — |
| Standard deviation | 22.48 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 88 | — |
| Standard deviation | 20.48 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 47.39K | — |
| 3-year earnings growth | 1.78 | — |