Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 97 | — |
| Standard deviation | 8.22 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 95 | — |
| Standard deviation | 7.49 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 90 | — |
| Standard deviation | 7.66 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 137.09K | — |
| 3-year earnings growth | 3.48 | — |