Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.97 | — |
| R-squared | 94 | — |
| Standard deviation | 16.57 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 18.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.20 | — |
| Beta | 1 | — |
| Mean annual return | 2.10 | — |
| R-squared | 93 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 21.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 95 | — |
| Standard deviation | 19.05 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 10.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 465.58K | — |
| 3-year earnings growth | 23.06 | — |