Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 77 | — |
| Standard deviation | 6.30 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 77 | — |
| Standard deviation | 5.79 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 78 | — |
| Standard deviation | 5.37 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 62.85K | — |
| 3-year earnings growth | 8.61 | — |