Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 98 | — |
| Standard deviation | 11.58 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 98 | — |
| Standard deviation | 11.61 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 9.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 97 | — |
| Standard deviation | 14.41 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 555.53K | — |
| 3-year earnings growth | 18.87 | — |