Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 100 | — |
| Standard deviation | 13.59 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 100 | — |
| Standard deviation | 13.72 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 10.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 100 | — |
| Standard deviation | 14 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 42.15K | — |
| 3-year earnings growth | 0.34 | — |