Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 88 | — |
| Standard deviation | 8.82 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 84 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 77 | — |
| Standard deviation | 7.25 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 168.84K | — |
| 3-year earnings growth | 14.93 | — |