Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 80 | — |
| Standard deviation | 8.47 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 75 | — |
| Standard deviation | 8.43 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 84 | — |
| Standard deviation | 8.64 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 79.45K | — |
| 3-year earnings growth | 13.32 | — |