Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 87 | — |
| Standard deviation | 11.13 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 84 | — |
| Standard deviation | 10.16 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 7.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 89 | — |
| Standard deviation | 11.43 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 81.64K | — |
| 3-year earnings growth | 13.53 | — |