Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 79 | — |
| Standard deviation | 6.54 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 71 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 76 | — |
| Standard deviation | 7.42 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 139.97K | — |
| 3-year earnings growth | 12 | — |