Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 88 | — |
| Standard deviation | 10.46 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 83 | — |
| Standard deviation | 10.22 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 10.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 82 | — |
| Standard deviation | 10.07 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 105.56K | — |
| 3-year earnings growth | 3.85 | — |