Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 83 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 81 | — |
| Standard deviation | 14.13 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 17.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 85 | — |
| Standard deviation | 15.47 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 621.89K | — |
| 3-year earnings growth | 21.52 | — |