Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 84 | — |
| Standard deviation | 15.33 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 82 | — |
| Standard deviation | 15.30 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 84 | — |
| Standard deviation | 14.74 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 48.42K | — |
| 3-year earnings growth | 16.16 | — |