Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 76 | — |
| Standard deviation | 9.19 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 80 | — |
| Standard deviation | 9.23 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 77 | — |
| Standard deviation | 8.98 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 167.25K | — |
| 3-year earnings growth | 4.66 | — |