Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 85 | — |
| Standard deviation | 13.18 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 87 | — |
| Standard deviation | 13.32 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 90 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 126.55K | — |
| 3-year earnings growth | 12.43 | — |