Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 85 | — |
| Standard deviation | 11.23 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 81 | — |
| Standard deviation | 9.59 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 82 | — |
| Standard deviation | 10.10 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 93.08K | — |
| 3-year earnings growth | 14.40 | — |