Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 55 | — |
| Standard deviation | 6.20 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 51 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 45 | — |
| Standard deviation | 6.46 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 79.63K | — |
| 3-year earnings growth | 2.96 | — |