Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 99 | — |
| Standard deviation | 13.92 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 98 | — |
| Standard deviation | 14.49 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 12.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 97 | — |
| Standard deviation | 13.88 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 633.72K | — |
| 3-year earnings growth | 13.82 | — |