Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 96 | — |
| Standard deviation | 9.21 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 8 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 2.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 85 | — |
| Standard deviation | 6.86 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 136.71K | — |
| 3-year earnings growth | 1.99 | — |