Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 85 | — |
| Standard deviation | 15.37 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 83 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 10.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 88 | — |
| Standard deviation | 14.32 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 764.06K | — |
| 3-year earnings growth | 14.42 | — |