Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 94 | — |
| Standard deviation | 14.92 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 95 | — |
| Standard deviation | 17.69 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 96 | — |
| Standard deviation | 17.18 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.77 | — |
| Price/Sales (P/S) | 1.13 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 40.91K | — |
| 3-year earnings growth | 25.25 | — |