Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 88 | — |
| Standard deviation | 5.86 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 84 | — |
| Standard deviation | 5.30 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 1.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 74 | — |
| Standard deviation | 5.39 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 74.95K | — |
| 3-year earnings growth | 9.08 | — |