Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 97 | — |
| Standard deviation | 11.71 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 96 | — |
| Standard deviation | 10.48 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 7.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 92 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 97.43K | — |
| 3-year earnings growth | 12.94 | — |