Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 85 | — |
| Standard deviation | 10.15 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 84 | — |
| Standard deviation | 9.68 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 5.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 83 | — |
| Standard deviation | 9.51 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 74.13K | — |
| 3-year earnings growth | 9.81 | — |