Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 93 | — |
| Standard deviation | 15.52 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 93 | — |
| Standard deviation | 15.30 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 11.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 92 | — |
| Standard deviation | 14.57 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 69.84K | — |
| 3-year earnings growth | 11.47 | — |