Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 92 | — |
| Standard deviation | 7.16 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 86 | — |
| Standard deviation | 6.75 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 76 | — |
| Standard deviation | 6.74 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 45.68K | — |
| 3-year earnings growth | 10.43 | — |