Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 100 | — |
| Standard deviation | 12.19 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 8.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 100 | — |
| Standard deviation | 11.94 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 8.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 98 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 69.54K | — |
| 3-year earnings growth | 19.92 | — |