Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 92 | — |
| Standard deviation | 13.27 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 92 | — |
| Standard deviation | 14.14 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 12.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 91 | — |
| Standard deviation | 14.99 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 39.61K | — |
| 3-year earnings growth | 7.96 | — |