Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 90 | — |
| Standard deviation | 14.72 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 2.03 | — |
| R-squared | 89 | — |
| Standard deviation | 14.77 | — |
| Sharpe ratio | 1.28 | — |
| Treynor ratio | 23.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 88 | — |
| Standard deviation | 16.78 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 692.47K | — |
| 3-year earnings growth | 22.82 | — |