Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 97 | — |
| Standard deviation | 9.42 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 96 | — |
| Standard deviation | 8.43 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 96 | — |
| Standard deviation | 7.97 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 2.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 159.73K | — |
| 3-year earnings growth | 11.80 | — |