Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 9.95 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 88 | — |
| Standard deviation | 9.11 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 4.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 83 | — |
| Standard deviation | 8.89 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 103.84K | — |
| 3-year earnings growth | 4.39 | — |