Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 93 | — |
| Standard deviation | 17.27 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 8.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 94 | — |
| Standard deviation | 17.27 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 12.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 94 | — |
| Standard deviation | 15.70 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 267.74K | — |
| 3-year earnings growth | 17.89 | — |