Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 86 | — |
| Standard deviation | 8.69 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 86 | — |
| Standard deviation | 8.31 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 4.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 85 | — |
| Standard deviation | 9.42 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 115.98K | — |
| 3-year earnings growth | 10.70 | — |