Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 90 | — |
| Standard deviation | 12.86 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 90 | — |
| Standard deviation | 14.73 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 92 | — |
| Standard deviation | 18.67 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 24.63K | — |
| 3-year earnings growth | 16.89 | — |