Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 77 | — |
| Standard deviation | 7.44 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -1.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 71 | — |
| Standard deviation | 8.01 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 6.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 74 | — |
| Standard deviation | 9.38 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 3.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 33.14K | — |
| 3-year earnings growth | 8.98 | — |