Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 85 | — |
| Standard deviation | 12.90 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 11.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 91 | — |
| Standard deviation | 13.69 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 14.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 95 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 0.92 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 36.54K | — |
| 3-year earnings growth | 19.53 | — |