Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 89 | — |
| Standard deviation | 7.04 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 86 | — |
| Standard deviation | 6.83 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 3.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 80 | — |
| Standard deviation | 7.34 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 55.10K | — |
| 3-year earnings growth | 14.65 | — |