Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 96 | — |
| Standard deviation | 16.95 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 96 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 94 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 229.50K | — |
| 3-year earnings growth | 15.33 | — |