Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 88 | — |
| Standard deviation | 17 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 86 | — |
| Standard deviation | 16.25 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 85 | — |
| Standard deviation | 14.67 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 57.42K | — |
| 3-year earnings growth | 10.66 | — |