Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 92 | — |
| Standard deviation | 14.31 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 93 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 94 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 63.99K | — |
| 3-year earnings growth | 10.44 | — |