Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 88 | — |
| Standard deviation | 12.54 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 89 | — |
| Standard deviation | 13.20 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 90 | — |
| Standard deviation | 14.69 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 67.75K | — |
| 3-year earnings growth | 14.25 | — |