Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 83 | — |
| Standard deviation | 11.33 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 85 | — |
| Standard deviation | 11.39 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 84 | — |
| Standard deviation | 11.99 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 15.44K | — |
| 3-year earnings growth | 0.99 | — |