Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 95 | — |
| Standard deviation | 12.53 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 95 | — |
| Standard deviation | 13.67 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 10.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 96 | — |
| Standard deviation | 13.93 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 150.35K | — |
| 3-year earnings growth | 11.76 | — |