Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 93 | — |
| Standard deviation | 6.03 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 89 | — |
| Standard deviation | 5.69 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 87 | — |
| Standard deviation | 5.35 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 1.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 90.85K | — |
| 3-year earnings growth | 22.19 | — |