Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 93 | — |
| Standard deviation | 11.54 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 93 | — |
| Standard deviation | 10.79 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 10.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 92 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 42.22K | — |
| 3-year earnings growth | 4.35 | — |