Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 88 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 86 | — |
| Standard deviation | 14.75 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 7.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 89 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 29.72K | — |
| 3-year earnings growth | 14.27 | — |