Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 81 | — |
| Standard deviation | 8.51 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 83 | — |
| Standard deviation | 8.86 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 6.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 87 | — |
| Standard deviation | 10.13 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 5.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 92.64K | — |
| 3-year earnings growth | 12.91 | — |