Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 98 | — |
| Standard deviation | 9.68 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 98 | — |
| Standard deviation | 9.10 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 96 | — |
| Standard deviation | 8.64 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 100.21K | — |
| 3-year earnings growth | 3.54 | — |