Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 90 | — |
| Standard deviation | 5.10 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 89 | — |
| Standard deviation | 6.02 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 2.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 86 | — |
| Standard deviation | 5.26 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.27 | — |
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) | 0.07 | — |
| Median market vapitalization | 126.21K | — |
| 3-year earnings growth | 12.63 | — |