Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 91 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 89 | — |
| Standard deviation | 13.88 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 90 | — |
| Standard deviation | 13.31 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 178.36K | — |
| 3-year earnings growth | 13.98 | — |