Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 100 | — |
| Standard deviation | 18.10 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 100 | — |
| Standard deviation | 17.89 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 100 | — |
| Standard deviation | 17.83 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 38.84K | — |
| 3-year earnings growth | 2.09 | — |