Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 77 | — |
| Standard deviation | 15.67 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 7.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 80 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 11.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 78 | — |
| Standard deviation | 15.52 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 13.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 112.27K | — |
| 3-year earnings growth | 8.22 | — |