Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 80 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 78 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 17.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 85 | — |
| Standard deviation | 16.17 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 8.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 4.70K | — |
| 3-year earnings growth | 25.17 | — |