Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 91 | — |
| Standard deviation | 10.57 | — |
| Sharpe ratio | 1.53 | — |
| Treynor ratio | 18.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 93 | — |
| Standard deviation | 11.89 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 12.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 93 | — |
| Standard deviation | 11.11 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 10.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 108.12K | — |
| 3-year earnings growth | 10.82 | — |