Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 95 | — |
| Standard deviation | 9.90 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 94 | — |
| Standard deviation | 9.28 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 6.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 93 | — |
| Standard deviation | 9.18 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 4.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 117.13K | — |
| 3-year earnings growth | 14.39 | — |