Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 92 | — |
| Standard deviation | 7.41 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 93 | — |
| Standard deviation | 7.21 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 90 | — |
| Standard deviation | 7.48 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 110.85K | — |
| 3-year earnings growth | 8.04 | — |