Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 99 | — |
| Standard deviation | 14.04 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 99 | — |
| Standard deviation | 14.21 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 10.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 99 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 60.46K | — |
| 3-year earnings growth | 23.29 | — |