Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 99 | — |
| Standard deviation | 10.84 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 98 | — |
| Standard deviation | 10.20 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 6.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 95 | — |
| Standard deviation | 9.93 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 5.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 129.38K | — |
| 3-year earnings growth | 12.66 | — |