Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 92 | — |
| Standard deviation | 11.13 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 93 | — |
| Standard deviation | 10.87 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 8.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 94 | — |
| Standard deviation | 11.07 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 419.29K | — |
| 3-year earnings growth | 9.07 | — |