Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 99 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 98 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 98 | — |
| Standard deviation | 14.48 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.06M | — |
| 3-year earnings growth | 15.27 | — |