Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 95 | — |
| Standard deviation | 11.22 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 92 | — |
| Standard deviation | 11.25 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 91 | — |
| Standard deviation | 10.43 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 127.85K | — |
| 3-year earnings growth | 11.22 | — |