Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 2 | — |
| Mean annual return | 0.68 | — |
| R-squared | 92 | — |
| Standard deviation | 5.59 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 2 | — |
| Mean annual return | 0.81 | — |
| R-squared | 87 | — |
| Standard deviation | 5.53 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 3.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 2 | — |
| Mean annual return | 0.62 | — |
| R-squared | 81 | — |
| Standard deviation | 6.37 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 0.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.40 | — |
| Median market vapitalization | 3.47M | — |
| 3-year earnings growth | 23.44 | — |