Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 98 | — |
| Standard deviation | 10.52 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 98 | — |
| Standard deviation | 9.89 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 6.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 93 | — |
| Standard deviation | 9.25 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 5.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 107.65K | — |
| 3-year earnings growth | 10.79 | — |