Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 92 | — |
| Standard deviation | 9.05 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 92 | — |
| Standard deviation | 8.91 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 5.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 91 | — |
| Standard deviation | 9.46 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 91.74K | — |
| 3-year earnings growth | 12.50 | — |