Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 97 | — |
| Standard deviation | 7.83 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 96 | — |
| Standard deviation | 7.86 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 94 | — |
| Standard deviation | 7.21 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 78.95K | — |
| 3-year earnings growth | 0.39 | — |