Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 99 | — |
| Standard deviation | 16.43 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 99 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 12.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 99 | — |
| Standard deviation | 14.97 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 242.14K | — |
| 3-year earnings growth | 11.62 | — |