Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 98 | — |
| Standard deviation | 16.09 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 98 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 94 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 884.55K | — |
| 3-year earnings growth | 14.57 | — |