Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 99 | — |
| Standard deviation | 9.79 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 98 | — |
| Standard deviation | 8.99 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 4.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 92 | — |
| Standard deviation | 8.69 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 153.14K | — |
| 3-year earnings growth | 15.58 | — |