Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 98 | — |
| Standard deviation | 11.65 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 96 | — |
| Standard deviation | 11 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 10.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 92 | — |
| Standard deviation | 11.35 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 103.06K | — |
| 3-year earnings growth | 14.86 | — |