Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 88 | — |
| Standard deviation | 15.81 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 87 | — |
| Standard deviation | 16.13 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 16.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 86 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 79.95K | — |
| 3-year earnings growth | 19.51 | — |