Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 85 | — |
| Standard deviation | 11.43 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 84 | — |
| Standard deviation | 11.93 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 8.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 89 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 195.24K | — |
| 3-year earnings growth | 27.67 | — |