Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 97 | — |
| Standard deviation | 8.46 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 95 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 90 | — |
| Standard deviation | 8.38 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 41.63K | — |
| 3-year earnings growth | 5.88 | — |