Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 100 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 100 | — |
| Standard deviation | 16.33 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 12.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 100 | — |
| Standard deviation | 15.67 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 265.72K | — |
| 3-year earnings growth | 12.58 | — |