Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 97 | — |
| Standard deviation | 18.01 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 94 | — |
| Standard deviation | 17.11 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 94 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 22.92K | — |
| 3-year earnings growth | 10.73 | — |