Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 90 | — |
| Standard deviation | 4.15 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 79 | — |
| Standard deviation | 3.91 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 2.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 63 | — |
| Standard deviation | 4.47 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 103.27K | — |
| 3-year earnings growth | 18.70 | — |