Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 97 | — |
| Standard deviation | 9.54 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 96 | — |
| Standard deviation | 8.39 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 4.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 93 | — |
| Standard deviation | 8.72 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 3.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 95.74K | — |
| 3-year earnings growth | 13.09 | — |