Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 82 | — |
| Standard deviation | 10.53 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 75 | — |
| Standard deviation | 10.45 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 12.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 80 | — |
| Standard deviation | 10.54 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 83.29K | — |
| 3-year earnings growth | 2.49 | — |