Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 94 | — |
| Standard deviation | 12.02 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 87 | — |
| Standard deviation | 11.36 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 12.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 87 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 28.34K | — |
| 3-year earnings growth | 11.80 | — |