Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 90 | — |
| Standard deviation | 7.07 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 7.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 92 | — |
| Standard deviation | 7.53 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 5.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 85 | — |
| Standard deviation | 7.69 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 5.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 118.00K | — |
| 3-year earnings growth | 4.86 | — |