Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 71 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 57 | — |
| Standard deviation | 17.72 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 12.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 60 | — |
| Standard deviation | 17.76 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 10.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 36.93K | — |
| 3-year earnings growth | 17.93 | — |