Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 84 | — |
| Standard deviation | 9.80 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 89 | — |
| Standard deviation | 10.08 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 89 | — |
| Standard deviation | 10.77 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 136.60K | — |
| 3-year earnings growth | 14.53 | — |