Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 97 | — |
| Standard deviation | 11.76 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 96 | — |
| Standard deviation | 11.20 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 9.93 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 110.62K | — |
| 3-year earnings growth | 6.93 | — |