Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 99 | — |
| Standard deviation | 15.13 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 99 | — |
| Standard deviation | 16.26 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 99 | — |
| Standard deviation | 16.19 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 79.55K | — |
| 3-year earnings growth | 27.84 | — |