Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 77 | — |
| Standard deviation | 15.33 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 8.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 80 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 8.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 81 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 186.08K | — |
| 3-year earnings growth | 16.46 | — |