Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 58 | — |
| Standard deviation | 8.99 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 60 | — |
| Standard deviation | 8.75 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 8.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 72 | — |
| Standard deviation | 9.18 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 6.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 75.83K | — |
| 3-year earnings growth | 1.88 | — |