Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 91 | — |
| Standard deviation | 13.10 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -2.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 90 | — |
| Standard deviation | 13.84 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 92 | — |
| Standard deviation | 14.30 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 832.97K | — |
| 3-year earnings growth | 9.21 | — |