Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 92 | — |
| Standard deviation | 8.50 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 4.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 92 | — |
| Standard deviation | 7.94 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 4.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 87 | — |
| Standard deviation | 8.04 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 3.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 72.54K | — |
| 3-year earnings growth | 18.87 | — |