Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 70 | — |
| Standard deviation | 6.29 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -1.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 60 | — |
| Standard deviation | 6.57 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 55 | — |
| Standard deviation | 6.46 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 1.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 122.32K | — |
| 3-year earnings growth | 14.93 | — |