Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 98 | — |
| Standard deviation | 13.21 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 9.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 97 | — |
| Standard deviation | 14.19 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 98 | — |
| Standard deviation | 13.83 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 60.25K | — |
| 3-year earnings growth | 7.98 | — |