Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 68 | — |
| Standard deviation | 4.97 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 70 | — |
| Standard deviation | 4.36 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 68 | — |
| Standard deviation | 3.76 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 69.12K | — |
| 3-year earnings growth | 5.14 | — |