Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 93 | — |
| Standard deviation | 9.85 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 92 | — |
| Standard deviation | 9.30 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 91 | — |
| Standard deviation | 9.01 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 137.89K | — |
| 3-year earnings growth | 5.61 | — |