Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 90 | — |
| Standard deviation | 15.22 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 91 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 12.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 90 | — |
| Standard deviation | 17.07 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 208.10K | — |
| 3-year earnings growth | 16.16 | — |