Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 71 | — |
| Standard deviation | 7.66 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 72 | — |
| Standard deviation | 7.03 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 65 | — |
| Standard deviation | 7.51 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 131.19K | — |
| 3-year earnings growth | 18.31 | — |