Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 88 | — |
| Standard deviation | 6.45 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -2.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 86 | — |
| Standard deviation | 6.06 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 79 | — |
| Standard deviation | 6.57 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 58.05K | — |
| 3-year earnings growth | 9.16 | — |