Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 97 | — |
| Standard deviation | 12.63 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 92 | — |
| Standard deviation | 11.88 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 6.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 91 | — |
| Standard deviation | 12.08 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 177.07K | — |
| 3-year earnings growth | 13.78 | — |