Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 89 | — |
| Standard deviation | 7.94 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -0.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 86 | — |
| Standard deviation | 7.21 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 85 | — |
| Standard deviation | 6.51 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 1.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 71.24K | — |
| 3-year earnings growth | 10.54 | — |