Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 95 | — |
| Standard deviation | 10.92 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 94 | — |
| Standard deviation | 10.65 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 95 | — |
| Standard deviation | 10.27 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 58.79K | — |
| 3-year earnings growth | 22.30 | — |