Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 100 | — |
| Standard deviation | 14.32 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 14.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 100 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 11.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 100 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 62.26K | — |
| 3-year earnings growth | 9.69 | — |