Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 92 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 86 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 87 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 257.89K | — |
| 3-year earnings growth | 7.27 | — |