Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 78 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 74 | — |
| Standard deviation | 11.45 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 79 | — |
| Standard deviation | 10.22 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 226.71K | — |
| 3-year earnings growth | 8.33 | — |