Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 87 | — |
| Standard deviation | 18.58 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 86 | — |
| Standard deviation | 17.28 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 88 | — |
| Standard deviation | 16.66 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 5.26K | — |
| 3-year earnings growth | 10.97 | — |