Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 99 | — |
| Standard deviation | 13.57 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 99 | — |
| Standard deviation | 13.03 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 11.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 99 | — |
| Standard deviation | 12.99 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 10.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 520.63K | — |
| 3-year earnings growth | 17.42 | — |