Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 86 | — |
| Standard deviation | 9.47 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 88 | — |
| Standard deviation | 9.60 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 88 | — |
| Standard deviation | 9.99 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 180.33K | — |
| 3-year earnings growth | 14.06 | — |