Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 79 | — |
| Standard deviation | 12.63 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 82 | — |
| Standard deviation | 12.87 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 82 | — |
| Standard deviation | 11.84 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 33.97K | — |
| 3-year earnings growth | 6.49 | — |