Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 99 | — |
| Standard deviation | 16.50 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 99 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 11.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 100 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 313.56K | — |
| 3-year earnings growth | 22.83 | — |