Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 73 | — |
| Standard deviation | 13.02 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 64 | — |
| Standard deviation | 12.39 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 69 | — |
| Standard deviation | 12.19 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 39.50K | — |
| 3-year earnings growth | 16.81 | — |