Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 93 | — |
| Standard deviation | 13.91 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 89 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 11.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 85 | — |
| Standard deviation | 11.99 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 160.53K | — |
| 3-year earnings growth | 5.23 | — |