Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 78 | — |
| Standard deviation | 10.03 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 81 | — |
| Standard deviation | 9.75 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 88 | — |
| Standard deviation | 10.04 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 92.80K | — |
| 3-year earnings growth | 6.84 | — |