Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 96 | — |
| Standard deviation | 7.70 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 93 | — |
| Standard deviation | 7.17 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 89 | — |
| Standard deviation | 6.52 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 124.43K | — |
| 3-year earnings growth | 8.05 | — |