Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 77 | — |
| Standard deviation | 14.25 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 78 | — |
| Standard deviation | 14.39 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 11.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 81 | — |
| Standard deviation | 14.55 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 127.31K | — |
| 3-year earnings growth | 7.95 | — |