Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 99 | — |
| Standard deviation | 9.02 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 99 | — |
| Standard deviation | 8.43 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 94 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 2.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 141.09K | — |
| 3-year earnings growth | 8.28 | — |