Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 66 | — |
| Standard deviation | 7.92 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 69 | — |
| Standard deviation | 7.22 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 69 | — |
| Standard deviation | 6.50 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 95.50K | — |
| 3-year earnings growth | 13.24 | — |