Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 80 | — |
| Standard deviation | 10.89 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 77 | — |
| Standard deviation | 11.50 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 12.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 82 | — |
| Standard deviation | 12.12 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.92 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 24.15K | — |
| 3-year earnings growth | 17.58 | — |