Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 94 | — |
| Standard deviation | 7.94 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 93 | — |
| Standard deviation | 8.95 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 95 | — |
| Standard deviation | 8.72 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 3.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 66.32K | — |
| 3-year earnings growth | 10.77 | — |