Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 97 | — |
| Standard deviation | 8.54 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 95 | — |
| Standard deviation | 8.37 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 94 | — |
| Standard deviation | 9.21 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 68.36K | — |
| 3-year earnings growth | 11.79 | — |