Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.72 | — |
| Beta | 1 | — |
| Mean annual return | 2.25 | — |
| R-squared | 95 | — |
| Standard deviation | 30.40 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 20.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 96 | — |
| Standard deviation | 30.69 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 6.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 95 | — |
| Standard deviation | 33.65 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 10.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 10.01K | — |
| 3-year earnings growth | 6.54 | — |