Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 98 | — |
| Standard deviation | 9.04 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 98 | — |
| Standard deviation | 8.40 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 96 | — |
| Standard deviation | 7.89 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 96.26K | — |
| 3-year earnings growth | 10.71 | — |