Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 83 | — |
| Standard deviation | 11.90 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 78 | — |
| Standard deviation | 12.24 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 81 | — |
| Standard deviation | 11.84 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 504.00K | — |
| 3-year earnings growth | 1.03 | — |