Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 86 | — |
| Standard deviation | 15.11 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 14.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 88 | — |
| Standard deviation | 16.56 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 10.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 87 | — |
| Standard deviation | 16.54 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 79.38K | — |
| 3-year earnings growth | 18.39 | — |