Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 82 | — |
| Standard deviation | 7.02 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 82 | — |
| Standard deviation | 6.63 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 85 | — |
| Standard deviation | 6.28 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 55.43K | — |
| 3-year earnings growth | 4.37 | — |