Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 97 | — |
| Standard deviation | 7.10 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 95 | — |
| Standard deviation | 6.56 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 6.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 95 | — |
| Standard deviation | 7.18 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 121.75K | — |
| 3-year earnings growth | 19 | — |