Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 93 | — |
| Standard deviation | 13.68 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 7.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.12 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 90 | — |
| Standard deviation | 13.53 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 91 | — |
| Standard deviation | 13.12 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 77.27K | — |
| 3-year earnings growth | 21.20 | — |