Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 86 | — |
| Standard deviation | 3.76 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 68 | — |
| Standard deviation | 3.63 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 2.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 62 | — |
| Standard deviation | 3.80 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 148.42K | — |
| 3-year earnings growth | 10.37 | — |