Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 96 | — |
| Standard deviation | 19.17 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 9.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 96 | — |
| Standard deviation | 19.57 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 96 | — |
| Standard deviation | 17.45 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 484.41K | — |
| 3-year earnings growth | 21.99 | — |