Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 98 | — |
| Standard deviation | 7.40 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 98 | — |
| Standard deviation | 6.69 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 98 | — |
| Standard deviation | 6.04 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 59.59K | — |
| 3-year earnings growth | 17.67 | — |