Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 91 | — |
| Standard deviation | 8.98 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 89 | — |
| Standard deviation | 8.75 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 91 | — |
| Standard deviation | 8.81 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 78.15K | — |
| 3-year earnings growth | 15.52 | — |