Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 97 | — |
| Standard deviation | 12.09 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 97 | — |
| Standard deviation | 11.12 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 96 | — |
| Standard deviation | 10.52 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 577.51K | — |
| 3-year earnings growth | 12.12 | — |