Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 98 | — |
| Standard deviation | 15.28 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 98 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 99 | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 83.97K | — |
| 3-year earnings growth | 11.29 | — |