Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 94 | — |
| Standard deviation | 13.18 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -2.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 94 | — |
| Standard deviation | 13.98 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 94 | — |
| Standard deviation | 14.34 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 104.68K | — |
| 3-year earnings growth | 0.66 | — |