Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 99 | — |
| Standard deviation | 9.33 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 99 | — |
| Standard deviation | 8.48 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 4.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 93 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 4.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 123.90K | — |
| 3-year earnings growth | 8.41 | — |