Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 97 | — |
| Standard deviation | 7.97 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 95 | — |
| Standard deviation | 7.80 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 5.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 91 | — |
| Standard deviation | 7.84 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 135.08K | — |
| 3-year earnings growth | 4.03 | — |