Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 87 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 83 | — |
| Standard deviation | 7.21 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 84 | — |
| Standard deviation | 7.05 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 96.53K | — |
| 3-year earnings growth | 12.60 | — |