Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 89 | — |
| Standard deviation | 7.05 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 88 | — |
| Standard deviation | 6.95 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 5.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 89 | — |
| Standard deviation | 7 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 195.40K | — |
| 3-year earnings growth | 20.34 | — |