Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 94 | — |
| Standard deviation | 10.93 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 94 | — |
| Standard deviation | 10.49 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 95 | — |
| Standard deviation | 10 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 613.14K | — |
| 3-year earnings growth | 6.49 | — |