Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 100 | — |
| Standard deviation | 11.92 | — |
| Sharpe ratio | 1.37 | — |
| Treynor ratio | 16.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 100 | — |
| Standard deviation | 12.60 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 16.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 100 | — |
| Standard deviation | 14.78 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 7.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 37.57K | — |
| 3-year earnings growth | 12.08 | — |