Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 91 | — |
| Standard deviation | 12.39 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 89 | — |
| Standard deviation | 13.05 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 91 | — |
| Standard deviation | 12.78 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 73.73K | — |
| 3-year earnings growth | 5.91 | — |