Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 90 | — |
| Standard deviation | 8.32 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 89 | — |
| Standard deviation | 8.01 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 82 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 3.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 332.83K | — |
| 3-year earnings growth | 22.77 | — |