Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 95 | — |
| Standard deviation | 7.40 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 2.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 92 | — |
| Standard deviation | 7 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 90 | — |
| Standard deviation | 6.22 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 169.81K | — |
| 3-year earnings growth | 17.20 | — |