Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 92 | — |
| Standard deviation | 13.44 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.10 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 89 | — |
| Standard deviation | 12.72 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 9.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 86 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 181.26K | — |
| 3-year earnings growth | 2.13 | — |