Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 96 | — |
| Standard deviation | 28.79 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 10.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 93 | — |
| Standard deviation | 27.89 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 8.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 91 | — |
| Standard deviation | 31.30 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 12.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 15.25K | — |
| 3-year earnings growth | 18.89 | — |