Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 98 | — |
| Standard deviation | 10.97 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 99 | — |
| Standard deviation | 11.09 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 8.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 99 | — |
| Standard deviation | 12 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 33.62K | — |
| 3-year earnings growth | 3.89 | — |