Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 99 | — |
| Standard deviation | 16.58 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 99 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 11.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 99 | — |
| Standard deviation | 15.41 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 254.28K | — |
| 3-year earnings growth | 12.15 | — |