Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 62 | — |
| Standard deviation | 9.66 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 63 | — |
| Standard deviation | 9.32 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 69 | — |
| Standard deviation | 9.22 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 29.45K | — |
| 3-year earnings growth | 8.14 | — |