Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 99 | — |
| Standard deviation | 12.50 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 99 | — |
| Standard deviation | 12.54 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 5.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 99 | — |
| Standard deviation | 12.03 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 5.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 65.43K | — |
| 3-year earnings growth | -3.21 | — |