Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 97 | — |
| Standard deviation | 8.53 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 95 | — |
| Standard deviation | 8.37 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 94 | — |
| Standard deviation | 9.21 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 66.83K | — |
| 3-year earnings growth | 11.51 | — |