Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 98 | — |
| Standard deviation | 7.97 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 98 | — |
| Standard deviation | 7.37 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 93 | — |
| Standard deviation | 6.87 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 80.25K | — |
| 3-year earnings growth | 14.97 | — |