Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 95 | — |
| Standard deviation | 15.86 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 96 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 97 | — |
| Standard deviation | 15.26 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 115.65K | — |
| 3-year earnings growth | 12.40 | — |