Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 87 | — |
| Standard deviation | 13.65 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 85 | — |
| Standard deviation | 13.86 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 15.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 88 | — |
| Standard deviation | 14.50 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 317.27K | — |
| 3-year earnings growth | 12.43 | — |