Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 98 | — |
| Standard deviation | 15.11 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 98 | — |
| Standard deviation | 15.38 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 97 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 139.45K | — |
| 3-year earnings growth | 10.87 | — |