Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 97 | — |
| Standard deviation | 10.71 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 97 | — |
| Standard deviation | 11.30 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 7.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 95 | — |
| Standard deviation | 12.42 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 31.96K | — |
| 3-year earnings growth | 9.17 | — |