Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 95 | — |
| Standard deviation | 10.48 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 94 | — |
| Standard deviation | 10.97 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 8.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 95 | — |
| Standard deviation | 12.10 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 45.36K | — |
| 3-year earnings growth | 19.30 | — |