Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 95 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 95 | — |
| Standard deviation | 15.37 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 6.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 95 | — |
| Standard deviation | 15.13 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 45.37K | — |
| 3-year earnings growth | 18.21 | — |