Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 83 | — |
| Standard deviation | 17.07 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 7.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 87 | — |
| Standard deviation | 17.82 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 12.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 88 | — |
| Standard deviation | 17.11 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 397.49K | — |
| 3-year earnings growth | 20.57 | — |