Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 99 | — |
| Standard deviation | 9.02 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 98 | — |
| Standard deviation | 8.46 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 92 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 3.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 128.56K | — |
| 3-year earnings growth | 8.83 | — |