Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 82 | — |
| Standard deviation | 8.75 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 85 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 81 | — |
| Standard deviation | 8.28 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 193.58K | — |
| 3-year earnings growth | 13.48 | — |