Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 90 | — |
| Standard deviation | 12.34 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -3.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 92 | — |
| Standard deviation | 12.90 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 93 | — |
| Standard deviation | 13.75 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 140.25K | — |
| 3-year earnings growth | 3.77 | — |