Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 90 | — |
| Standard deviation | 7.22 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 87 | — |
| Standard deviation | 6.28 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 87 | — |
| Standard deviation | 5.28 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 1.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 76.23K | — |
| 3-year earnings growth | 10.07 | — |