Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 97 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 96 | — |
| Standard deviation | 15.71 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 12.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 95 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 65.89K | — |
| 3-year earnings growth | 21.76 | — |