Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 81 | — |
| Standard deviation | 11.54 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 83 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 87 | — |
| Standard deviation | 11.70 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 10.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 181.08K | — |
| 3-year earnings growth | 9 | — |