Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 98 | — |
| Standard deviation | 19.53 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 98 | — |
| Standard deviation | 19.98 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 10.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 97 | — |
| Standard deviation | 18.34 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 542.85K | — |
| 3-year earnings growth | 18.88 | — |