Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 96 | — |
| Standard deviation | 13.46 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 93 | — |
| Standard deviation | 12.87 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 14.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 90 | — |
| Standard deviation | 12.70 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 100.46K | — |
| 3-year earnings growth | 12.79 | — |