Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 98 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 99 | — |
| Standard deviation | 15.99 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 99 | — |
| Standard deviation | 15.27 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 420.57K | — |
| 3-year earnings growth | 12.72 | — |