Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 97 | — |
| Standard deviation | 8.06 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 4.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 95 | — |
| Standard deviation | 8.37 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 95 | — |
| Standard deviation | 9.20 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 76.11K | — |
| 3-year earnings growth | 12.95 | — |