Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 89 | — |
| Standard deviation | 6.98 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 1.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 89 | — |
| Standard deviation | 6.53 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 90 | — |
| Standard deviation | 6.48 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 5.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 45.99K | — |
| 3-year earnings growth | 9.80 | — |