Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 94 | — |
| Standard deviation | 15.46 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 93 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 9.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 92 | — |
| Standard deviation | 14.58 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 71.38K | — |
| 3-year earnings growth | 13.57 | — |