Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 97 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 94 | — |
| Standard deviation | 14.50 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 11.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 96 | — |
| Standard deviation | 15.34 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 20.42K | — |
| 3-year earnings growth | 23.25 | — |