Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 94 | — |
| Standard deviation | 13.12 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 94 | — |
| Standard deviation | 13.93 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 94 | — |
| Standard deviation | 14.31 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 104.68K | — |
| 3-year earnings growth | 0.66 | — |