Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 82 | — |
| Standard deviation | 7.12 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -1.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 81 | — |
| Standard deviation | 7.37 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 84 | — |
| Standard deviation | 7.73 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 5.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 162.07K | — |
| 3-year earnings growth | 16.31 | — |