Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 99 | — |
| Standard deviation | 11.99 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 98 | — |
| Standard deviation | 12.22 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 98 | — |
| Standard deviation | 11.73 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 5.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 51.64K | — |
| 3-year earnings growth | -3.50 | — |