Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 98 | — |
| Standard deviation | 8.83 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 7.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 98 | — |
| Standard deviation | 9.16 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 8.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 96 | — |
| Standard deviation | 8.67 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 6.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 100.21K | — |
| 3-year earnings growth | 3.54 | — |