Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 96 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 95 | — |
| Standard deviation | 14.19 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 94 | — |
| Standard deviation | 13.33 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 146.71K | — |
| 3-year earnings growth | 11.94 | — |