Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 83 | — |
| Standard deviation | 10.62 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 81 | — |
| Standard deviation | 11.12 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 8.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 86 | — |
| Standard deviation | 10.86 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 9.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 109.71K | — |
| 3-year earnings growth | 7.38 | — |