Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 96 | — |
| Standard deviation | 7.05 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 95 | — |
| Standard deviation | 6.61 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 4.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 89 | — |
| Standard deviation | 6.65 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 72.46K | — |
| 3-year earnings growth | 18.99 | — |