Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 94 | — |
| Standard deviation | 7.05 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 92 | — |
| Standard deviation | 7.59 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 7.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 93 | — |
| Standard deviation | 8.53 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 88.65K | — |
| 3-year earnings growth | 15.12 | — |