Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 83 | — |
| Standard deviation | 11.88 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 89 | — |
| Standard deviation | 14.17 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 89 | — |
| Standard deviation | 14.58 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 25.16K | — |
| 3-year earnings growth | 11.04 | — |