Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 85 | — |
| Standard deviation | 6.68 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 85 | — |
| Standard deviation | 6.28 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 87 | — |
| Standard deviation | 6.08 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 5.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 83.71K | — |
| 3-year earnings growth | 6.72 | — |