Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 90 | — |
| Standard deviation | 8.94 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 89 | — |
| Standard deviation | 8.50 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 4.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 86 | — |
| Standard deviation | 9.53 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 120.27K | — |
| 3-year earnings growth | 10.30 | — |