Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 96 | — |
| Standard deviation | 9.12 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 96 | — |
| Standard deviation | 8.78 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 6.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 93 | — |
| Standard deviation | 8.38 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 40.24K | — |
| 3-year earnings growth | 12.04 | — |