Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 92 | — |
| Standard deviation | 18.23 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 89 | — |
| Standard deviation | 18.13 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 11.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 91 | — |
| Standard deviation | 18.49 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.88 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 49.51K | — |
| 3-year earnings growth | 4.87 | — |