Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 91 | — |
| Standard deviation | 9.38 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 88 | — |
| Standard deviation | 8.96 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 5 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 86 | — |
| Standard deviation | 8.01 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 3.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 74.07K | — |
| 3-year earnings growth | 8.55 | — |