Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 78 | — |
| Standard deviation | 7.08 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 81 | — |
| Standard deviation | 7.30 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 5.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 86 | — |
| Standard deviation | 8.52 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 4.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 46.79K | — |
| 3-year earnings growth | 12.97 | — |