Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 94 | — |
| Standard deviation | 11.18 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 93 | — |
| Standard deviation | 10.17 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 82 | — |
| Standard deviation | 9.88 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 184.84K | — |
| 3-year earnings growth | 5.35 | — |