Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 94 | — |
| Standard deviation | 12.36 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 7.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 93 | — |
| Standard deviation | 11.78 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 10.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 93 | — |
| Standard deviation | 11.26 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 7.44 | — |
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 | 108.12K | — |
| 3-year earnings growth | 10.82 | — |