Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 98 | — |
| Standard deviation | 9.10 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 5.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 97 | — |
| Standard deviation | 8.83 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 8.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 90 | — |
| Standard deviation | 9.18 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 72.55K | — |
| 3-year earnings growth | 18.97 | — |