Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 92 | — |
| Standard deviation | 11.93 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 90 | — |
| Standard deviation | 11.56 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 12.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 91 | — |
| Standard deviation | 11.64 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 10.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 487.03K | — |
| 3-year earnings growth | 8.01 | — |