Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 98 | — |
| Standard deviation | 14.26 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 9.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 98 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 98 | — |
| Standard deviation | 15.45 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 169.59K | — |
| 3-year earnings growth | 13.54 | — |