Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 95 | — |
| Standard deviation | 8.18 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 92 | — |
| Standard deviation | 8.39 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 92 | — |
| Standard deviation | 8.35 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 130.61K | — |
| 3-year earnings growth | 15.58 | — |