Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 90 | — |
| Standard deviation | 10.53 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 92 | — |
| Standard deviation | 11.33 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 7.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 89 | — |
| Standard deviation | 13.27 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 32.65K | — |
| 3-year earnings growth | 5.08 | — |