Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 82 | — |
| Standard deviation | 7.71 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -1.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 80 | — |
| Standard deviation | 7.12 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 2.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 72 | — |
| Standard deviation | 7.09 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 108.54K | — |
| 3-year earnings growth | 13.92 | — |