Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 91 | — |
| Standard deviation | 15.61 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 92 | — |
| Standard deviation | 16.03 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 12.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 93 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 250.60K | — |
| 3-year earnings growth | 14.52 | — |