Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 96 | — |
| Standard deviation | 9.67 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 87 | — |
| Standard deviation | 8.84 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 4.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 77 | — |
| Standard deviation | 9.51 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 125.16K | — |
| 3-year earnings growth | 16.17 | — |