Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 85 | — |
| Standard deviation | 6.68 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 85 | — |
| Standard deviation | 6.28 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 6.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 87 | — |
| Standard deviation | 6.08 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 6.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 83.71K | — |
| 3-year earnings growth | 6.72 | — |