Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 98 | — |
| Standard deviation | 10.95 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 98 | — |
| Standard deviation | 10.16 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 5.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 93 | — |
| Standard deviation | 9.97 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 111.13K | — |
| 3-year earnings growth | 12 | — |