Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 97 | — |
| Standard deviation | 7.73 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 95 | — |
| Standard deviation | 7.25 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 89 | — |
| Standard deviation | 7.14 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 4.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 67.75K | — |
| 3-year earnings growth | 18.39 | — |