Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 98 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 98 | — |
| Standard deviation | 16.93 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 11.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 98 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 107.86K | — |
| 3-year earnings growth | 10.30 | — |