Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 93 | — |
| Standard deviation | 12.81 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 93 | — |
| Standard deviation | 14.05 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 11.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 94 | — |
| Standard deviation | 13.43 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 60.79K | — |
| 3-year earnings growth | 23.46 | — |