Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 86 | — |
| Standard deviation | 9.91 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 80 | — |
| Standard deviation | 9.03 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 7.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 74 | — |
| Standard deviation | 9.64 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 32.55K | — |
| 3-year earnings growth | 17.46 | — |