Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 83 | — |
| Standard deviation | 13.30 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 82 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 86 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 136.33K | — |
| 3-year earnings growth | 8.70 | — |