Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 82 | — |
| Standard deviation | 12.38 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 85 | — |
| Standard deviation | 12.85 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 88 | — |
| Standard deviation | 13.87 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 20.71K | — |
| 3-year earnings growth | 3.39 | — |