Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 75 | — |
| Standard deviation | 9.57 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 75 | — |
| Standard deviation | 10.05 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 12.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 82 | — |
| Standard deviation | 11.12 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 27.71K | — |
| 3-year earnings growth | 5.05 | — |