Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 73 | — |
| Standard deviation | 8.57 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 74 | — |
| Standard deviation | 9.39 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 79 | — |
| Standard deviation | 9.75 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 80.81K | — |
| 3-year earnings growth | 6.80 | — |