Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 87 | — |
| Standard deviation | 14.99 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 85 | — |
| Standard deviation | 15.02 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 13.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 86 | — |
| Standard deviation | 16.23 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.78 | — |
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 | — |