Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 93 | — |
| Standard deviation | 13.85 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 88 | — |
| Standard deviation | 13.19 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 91 | — |
| Standard deviation | 13.25 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 162.80K | — |
| 3-year earnings growth | 14.13 | — |