Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 71 | — |
| Standard deviation | 7.66 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 72 | — |
| Standard deviation | 7.02 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 65 | — |
| Standard deviation | 7.51 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 131.19K | — |
| 3-year earnings growth | 18.31 | — |