Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 97 | — |
| Standard deviation | 23.02 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 10.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 96 | — |
| Standard deviation | 22.50 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 13.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 97 | — |
| Standard deviation | 20.34 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 13.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 69.61K | — |
| 3-year earnings growth | 14.39 | — |