Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 89 | — |
| Standard deviation | 13.14 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -3.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 90 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 92 | — |
| Standard deviation | 14.27 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 918.71K | — |
| 3-year earnings growth | 6.80 | — |