Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 92 | — |
| Standard deviation | 7.82 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 93 | — |
| Standard deviation | 7.81 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 94 | — |
| Standard deviation | 8.94 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 120.45K | — |
| 3-year earnings growth | 13.31 | — |