Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 75 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 73 | — |
| Standard deviation | 8.62 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 81 | — |
| Standard deviation | 9.02 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 84.57K | — |
| 3-year earnings growth | 13.25 | — |