Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 100 | — |
| Standard deviation | 13.43 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 100 | — |
| Standard deviation | 12.58 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 11.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 99 | — |
| Standard deviation | 12.78 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 48.81K | — |
| 3-year earnings growth | 6.68 | — |