Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 99 | — |
| Standard deviation | 14.35 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 99 | — |
| Standard deviation | 14.07 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 15.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 99 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 10.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 317.27K | — |
| 3-year earnings growth | 19.04 | — |