Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 97 | — |
| Standard deviation | 27.96 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 13.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 97 | — |
| Standard deviation | 27.29 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 7.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 94 | — |
| Standard deviation | 29.96 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 10.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 16.72K | — |
| 3-year earnings growth | 10.29 | — |