Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 86 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 1.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 88 | — |
| Standard deviation | 14.32 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 89 | — |
| Standard deviation | 13.93 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 144.04K | — |
| 3-year earnings growth | 14.33 | — |