Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 80 | — |
| Standard deviation | 10.36 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 71 | — |
| Standard deviation | 12.25 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 4.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 73 | — |
| Standard deviation | 11.67 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 9.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 78.58K | — |
| 3-year earnings growth | 22.23 | — |