Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 87 | — |
| Standard deviation | 7.06 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 5.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 88 | — |
| Standard deviation | 7.88 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 6.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 88 | — |
| Standard deviation | 9.21 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 4.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 65.18K | — |
| 3-year earnings growth | 11.74 | — |