Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 98 | — |
| Standard deviation | 9.84 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 97 | — |
| Standard deviation | 9.35 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 92 | — |
| Standard deviation | 8.39 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 80.47K | — |
| 3-year earnings growth | 7.70 | — |