Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 95 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 95 | — |
| Standard deviation | 14.36 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 97 | — |
| Standard deviation | 14.62 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 64.18K | — |
| 3-year earnings growth | 14.31 | — |