Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 99 | — |
| Standard deviation | 13.62 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 99 | — |
| Standard deviation | 13.19 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 11.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 99 | — |
| Standard deviation | 13.02 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 10.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 435.95K | — |
| 3-year earnings growth | 13.11 | — |