Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 68 | — |
| Standard deviation | 13.60 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 64 | — |
| Standard deviation | 12.58 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 71 | — |
| Standard deviation | 13.16 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 31.27K | — |
| 3-year earnings growth | 24.26 | — |