Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 99 | — |
| Standard deviation | 9.03 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 98 | — |
| Standard deviation | 8.45 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 92 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 132.45K | — |
| 3-year earnings growth | 8.81 | — |