Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 94 | — |
| Standard deviation | 9.78 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 94 | — |
| Standard deviation | 11.16 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 7.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 95 | — |
| Standard deviation | 11.35 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 63.61K | — |
| 3-year earnings growth | 10.53 | — |