Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 92 | — |
| Standard deviation | 19.12 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 90 | — |
| Standard deviation | 17.91 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 90 | — |
| Standard deviation | 18.04 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.85 | — |
| Price/Sales (P/S) | 1.00 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 42.55K | — |
| 3-year earnings growth | 14.84 | — |