Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 91 | — |
| Standard deviation | 13.93 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 88 | — |
| Standard deviation | 14.31 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 11.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 86 | — |
| Standard deviation | 12.82 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 60.45K | — |
| 3-year earnings growth | 6.21 | — |