Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 81 | — |
| Standard deviation | 13.02 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 85 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 87 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 47.72K | — |
| 3-year earnings growth | 1.91 | — |