Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 98 | — |
| Standard deviation | 8.27 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 98 | — |
| Standard deviation | 7.70 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 93 | — |
| Standard deviation | 7.04 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 117.83K | — |
| 3-year earnings growth | 16.44 | — |