Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 90 | — |
| Standard deviation | 14.21 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 91 | — |
| Standard deviation | 14.36 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 92 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 129.03K | — |
| 3-year earnings growth | 13.90 | — |