Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 94 | — |
| Standard deviation | 17.91 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 92 | — |
| Standard deviation | 17.32 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 91 | — |
| Standard deviation | 18.40 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 33.83K | — |
| 3-year earnings growth | 16.47 | — |