Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 86 | — |
| Standard deviation | 3.60 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 69 | — |
| Standard deviation | 3.49 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 59 | — |
| Standard deviation | 3.86 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 152.61K | — |
| 3-year earnings growth | 9.52 | — |