Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 90 | — |
| Standard deviation | 20.73 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 89 | — |
| Standard deviation | 18.43 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 91 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 141.82K | — |
| 3-year earnings growth | 21.93 | — |