Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 98 | — |
| Standard deviation | 12.77 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 96 | — |
| Standard deviation | 12.32 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 12.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 96 | — |
| Standard deviation | 12.87 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 37.30K | — |
| 3-year earnings growth | -0.06 | — |