Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 89 | — |
| Standard deviation | 4.07 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 78 | — |
| Standard deviation | 3.90 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 2.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 65 | — |
| Standard deviation | 4.38 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 124.97K | — |
| 3-year earnings growth | 21.96 | — |