Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 91 | — |
| Standard deviation | 6.42 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 87 | — |
| Standard deviation | 6.12 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 4.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 89 | — |
| Standard deviation | 6.10 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 148.35K | — |
| 3-year earnings growth | 15.60 | — |