Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 91 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 91 | — |
| Standard deviation | 15.27 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 92 | — |
| Standard deviation | 15.49 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 122.56K | — |
| 3-year earnings growth | 11.39 | — |