Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 74 | — |
| Standard deviation | 13.67 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 73 | — |
| Standard deviation | 14.24 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 8.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 73 | — |
| Standard deviation | 13.54 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 44.11K | — |
| 3-year earnings growth | -1.28 | — |