Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 97 | — |
| Standard deviation | 13.27 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 98 | — |
| Standard deviation | 14.02 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 98 | — |
| Standard deviation | 13.88 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 104.75K | — |
| 3-year earnings growth | 12.24 | — |