Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 83 | — |
| Standard deviation | 8.96 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 85 | — |
| Standard deviation | 9.36 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 7.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 86 | — |
| Standard deviation | 10.32 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 120.85K | — |
| 3-year earnings growth | 11.38 | — |