Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 65 | — |
| Standard deviation | 9.24 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 64 | — |
| Standard deviation | 9.02 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 69 | — |
| Standard deviation | 8.94 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 40.14K | — |
| 3-year earnings growth | 8.13 | — |