Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 97 | — |
| Standard deviation | 7.45 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 94 | — |
| Standard deviation | 6.79 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 87 | — |
| Standard deviation | 6.15 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 91.41K | — |
| 3-year earnings growth | 14.68 | — |