Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 44 | — |
| Standard deviation | 5.74 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 36 | — |
| Standard deviation | 5.79 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 5.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 41 | — |
| Standard deviation | 6.56 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.87 | — |
| Price/Sales (P/S) | 1.07 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 35.21K | — |
| 3-year earnings growth | 3.65 | — |