Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 99 | — |
| Standard deviation | 8.98 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 96 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 5.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 95 | — |
| Standard deviation | 7.22 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 96.22K | — |
| 3-year earnings growth | 13.24 | — |