Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 91 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 90 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 91 | — |
| Standard deviation | 16.72 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 31.39K | — |
| 3-year earnings growth | 17.54 | — |