Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 92 | — |
| Standard deviation | 8.18 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 89 | — |
| Standard deviation | 8.39 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 4.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 83 | — |
| Standard deviation | 8.54 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 49.53K | — |
| 3-year earnings growth | 8.79 | — |