Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 81 | — |
| Standard deviation | 10.59 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 84 | — |
| Standard deviation | 10.84 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 9.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 87 | — |
| Standard deviation | 11.74 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 197.46K | — |
| 3-year earnings growth | 20.32 | — |