Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 91 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 88 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 12.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 90 | — |
| Standard deviation | 17.29 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 33.54K | — |
| 3-year earnings growth | 1.79 | — |