Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 100 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 100 | — |
| Standard deviation | 13.23 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 13.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 100 | — |
| Standard deviation | 12.78 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 47.04K | — |
| 3-year earnings growth | 5.13 | — |