Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 88 | — |
| Standard deviation | 6.04 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 81 | — |
| Standard deviation | 5.26 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 80 | — |
| Standard deviation | 5.02 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 109.08K | — |
| 3-year earnings growth | 11.61 | — |