Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 91 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 93 | — |
| Standard deviation | 16.94 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 93 | — |
| Standard deviation | 15.54 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 211.19K | — |
| 3-year earnings growth | 22.68 | — |