Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 94 | — |
| Standard deviation | 8.01 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 87 | — |
| Standard deviation | 7.74 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 79 | — |
| Standard deviation | 6.89 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 0.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 183.89K | — |
| 3-year earnings growth | 12.23 | — |