Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 76 | — |
| Standard deviation | 5.40 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 77 | — |
| Standard deviation | 4.84 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 77 | — |
| Standard deviation | 4.39 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 3.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 68.53K | — |
| 3-year earnings growth | 11.87 | — |