Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 97 | — |
| Standard deviation | 12.79 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 92 | — |
| Standard deviation | 12.49 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 13.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 91 | — |
| Standard deviation | 12.16 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 57.07K | — |
| 3-year earnings growth | -2.39 | — |