Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 80 | — |
| Standard deviation | 4.91 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 70 | — |
| Standard deviation | 4.74 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 66 | — |
| Standard deviation | 5.51 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 132.37K | — |
| 3-year earnings growth | 6.73 | — |