Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 94 | — |
| Standard deviation | 8.83 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 94 | — |
| Standard deviation | 8.02 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 4.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 8.17 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 66.00K | — |
| 3-year earnings growth | 3.92 | — |