Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 93 | — |
| Standard deviation | 5.48 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 91 | — |
| Standard deviation | 5.64 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 80 | — |
| Standard deviation | 5 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 88.07K | — |
| 3-year earnings growth | 17.88 | — |