Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 95 | — |
| Standard deviation | 13.13 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 7.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 94 | — |
| Standard deviation | 14.80 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 12.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 95 | — |
| Standard deviation | 16.60 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 32.17K | — |
| 3-year earnings growth | 0.90 | — |