Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 78 | — |
| Standard deviation | 6 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 81 | — |
| Standard deviation | 6.67 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 85 | — |
| Standard deviation | 6.19 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 51.10K | — |
| 3-year earnings growth | 3.30 | — |