Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 88 | — |
| Standard deviation | 6.97 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 88 | — |
| Standard deviation | 6.74 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 89 | — |
| Standard deviation | 7.01 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 195.40K | — |
| 3-year earnings growth | 20.34 | — |