Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 88 | — |
| Standard deviation | 14.61 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 87 | — |
| Standard deviation | 14.65 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 90 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 210.10K | — |
| 3-year earnings growth | 7.05 | — |