Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 93 | — |
| Standard deviation | 7.38 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 89 | — |
| Standard deviation | 7.15 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 5.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 88 | — |
| Standard deviation | 6.85 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 57.51K | — |
| 3-year earnings growth | 10.04 | — |