Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 93 | — |
| Standard deviation | 12.41 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 87 | — |
| Standard deviation | 11.47 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 6.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 89 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 55.25K | — |
| 3-year earnings growth | 12.16 | — |