Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 79 | — |
| Standard deviation | 6.23 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 79 | — |
| Standard deviation | 6.19 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 82 | — |
| Standard deviation | 6.73 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 4.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 40.70K | — |
| 3-year earnings growth | 13.06 | — |