Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 83 | — |
| Standard deviation | 12.30 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 79 | — |
| Standard deviation | 12.47 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 11.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 82 | — |
| Standard deviation | 11.88 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 576.29K | — |
| 3-year earnings growth | 1.46 | — |