Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 78 | — |
| Standard deviation | 8.16 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 80 | — |
| Standard deviation | 8.28 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 84 | — |
| Standard deviation | 7.64 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 36.74K | — |
| 3-year earnings growth | 3.39 | — |