Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 77 | — |
| Standard deviation | 6.49 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 79 | — |
| Standard deviation | 6.22 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 82 | — |
| Standard deviation | 6.82 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 40.47K | — |
| 3-year earnings growth | 12.74 | — |