Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 96 | — |
| Standard deviation | 5.97 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 95 | — |
| Standard deviation | 5.25 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 90 | — |
| Standard deviation | 4.58 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 1.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 168.17K | — |
| 3-year earnings growth | 10.40 | — |