Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 70 | — |
| Standard deviation | 8.26 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 79 | — |
| Standard deviation | 9.09 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 7.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 85 | — |
| Standard deviation | 11.36 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 61.90K | — |
| 3-year earnings growth | 13.42 | — |