Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 84 | — |
| Standard deviation | 8.26 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 79 | — |
| Standard deviation | 8.09 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 72 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 120.21K | — |
| 3-year earnings growth | 6.23 | — |