Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 97 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 93 | — |
| Standard deviation | 10.38 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 9.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 91 | — |
| Standard deviation | 9.79 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 6.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 94.00K | — |
| 3-year earnings growth | 4.26 | — |