Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 94 | — |
| Standard deviation | 8.80 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 94 | — |
| Standard deviation | 8 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 91 | — |
| Standard deviation | 8.16 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 63.65K | — |
| 3-year earnings growth | 12.90 | — |