Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 93 | — |
| Standard deviation | 13.20 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 94 | — |
| Standard deviation | 13.82 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 93 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 126.56K | — |
| 3-year earnings growth | 14.32 | — |