Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 89 | — |
| Standard deviation | 18.54 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 92 | — |
| Standard deviation | 21.12 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 90 | — |
| Standard deviation | 17.14 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.73 | — |
| Price/Sales (P/S) | 1.21 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 29.56K | — |
| 3-year earnings growth | 16.35 | — |