Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 99 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 99 | — |
| Standard deviation | 15.49 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 99 | — |
| Standard deviation | 14.93 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 128.72K | — |
| 3-year earnings growth | 13.26 | — |