Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 81 | — |
| Standard deviation | 11.38 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 74 | — |
| Standard deviation | 11.77 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 71 | — |
| Standard deviation | 14.48 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 107.79K | — |
| 3-year earnings growth | 7.81 | — |