Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 93 | — |
| Standard deviation | 8.19 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 93 | — |
| Standard deviation | 7.73 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 5.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 89 | — |
| Standard deviation | 7.79 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 54.12K | — |
| 3-year earnings growth | 15.87 | — |