Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 99 | — |
| Standard deviation | 13.91 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 100 | — |
| Standard deviation | 13.86 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 10.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 100 | — |
| Standard deviation | 14.18 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 52.19K | — |
| 3-year earnings growth | 7.01 | — |