Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 78 | — |
| Standard deviation | 17.71 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 79 | — |
| Standard deviation | 17.83 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 80 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 63.29K | — |
| 3-year earnings growth | 12.14 | — |