Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 98 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 98 | — |
| Standard deviation | 14.53 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 8.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 99 | — |
| Standard deviation | 14.05 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 254.47K | — |
| 3-year earnings growth | 8.22 | — |