Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 94 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 96 | — |
| Standard deviation | 14.39 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 97 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 69.64K | — |
| 3-year earnings growth | 10.23 | — |