Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 86 | — |
| Standard deviation | 10.38 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 83 | — |
| Standard deviation | 9.03 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 86 | — |
| Standard deviation | 8.57 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.88 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 23.36K | — |
| 3-year earnings growth | 14.11 | — |