Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 87 | — |
| Standard deviation | 8.83 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 87 | — |
| Standard deviation | 8.61 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 6.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 84 | — |
| Standard deviation | 9.40 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 142.89K | — |
| 3-year earnings growth | 10.62 | — |