Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 94 | — |
| Standard deviation | 15.51 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 94 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 95 | — |
| Standard deviation | 14.56 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 97.85K | — |
| 3-year earnings growth | 2.99 | — |