Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 89 | — |
| Standard deviation | 13.59 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 92 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 93 | — |
| Standard deviation | 14.71 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 287.07K | — |
| 3-year earnings growth | 14.38 | — |