Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 69 | — |
| Standard deviation | 6.92 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 67 | — |
| Standard deviation | 7.91 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 69 | — |
| Standard deviation | 8.68 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 113.59K | — |
| 3-year earnings growth | 4.32 | — |