Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 94 | — |
| Standard deviation | 12.91 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 94 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 11.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 94 | — |
| Standard deviation | 13.58 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 439.87K | — |
| 3-year earnings growth | 11.47 | — |