Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 95 | — |
| Standard deviation | 14.96 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 96 | — |
| Standard deviation | 15.10 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 95 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 159.57K | — |
| 3-year earnings growth | 17.73 | — |