Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 73 | — |
| Standard deviation | 8.57 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 75 | — |
| Standard deviation | 9.58 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 79 | — |
| Standard deviation | 9.74 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 83.86K | — |
| 3-year earnings growth | 5.73 | — |