Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 84 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 82 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 88 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 33.38K | — |
| 3-year earnings growth | 12.76 | — |