Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 100 | — |
| Standard deviation | 11.15 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 100 | — |
| Standard deviation | 11.49 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 9.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 100 | — |
| Standard deviation | 12.04 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 33.66K | — |
| 3-year earnings growth | 3.94 | — |