Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 92 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 91 | — |
| Standard deviation | 17.67 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 10.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 94 | — |
| Standard deviation | 18.30 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 70.29K | — |
| 3-year earnings growth | 5.57 | — |