Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 79 | — |
| Standard deviation | 15.86 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 2.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 80 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 19.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 85 | — |
| Standard deviation | 16.25 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 4.70K | — |
| 3-year earnings growth | 25.17 | — |