Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 80 | — |
| Standard deviation | 8.39 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 83 | — |
| Standard deviation | 7.64 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 86 | — |
| Standard deviation | 7.11 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 106.79K | — |
| 3-year earnings growth | 15.27 | — |