Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 99 | — |
| Standard deviation | 11.88 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 13.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 99 | — |
| Standard deviation | 12.84 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 13.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 98 | — |
| Standard deviation | 14.76 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 353.21K | — |
| 3-year earnings growth | 14.98 | — |