Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 92 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 89 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 89 | — |
| Standard deviation | 13.26 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 44.64K | — |
| 3-year earnings growth | 9.45 | — |