Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 91 | — |
| Standard deviation | 11.11 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 92 | — |
| Standard deviation | 11.67 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 89 | — |
| Standard deviation | 10.40 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.54 | — |
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) | 0.08 | — |
| Median market vapitalization | 142.84K | — |
| 3-year earnings growth | 4.56 | — |