Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 98 | — |
| Standard deviation | 9.35 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 96 | — |
| Standard deviation | 8.72 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 5.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 88 | — |
| Standard deviation | 8.29 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 2.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 101.52K | — |
| 3-year earnings growth | 6.90 | — |