Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 97 | — |
| Standard deviation | 7.90 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 96 | — |
| Standard deviation | 7.44 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 4.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 97 | — |
| Standard deviation | 7.71 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 40.31K | — |
| 3-year earnings growth | 11.65 | — |