Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 2 | — |
| Mean annual return | 1 | — |
| R-squared | 83 | — |
| Standard deviation | 7.82 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 2.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 2 | — |
| Mean annual return | 1.04 | — |
| R-squared | 77 | — |
| Standard deviation | 7.12 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 4.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 2 | — |
| Mean annual return | 0.80 | — |
| R-squared | 77 | — |
| Standard deviation | 6.55 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 2.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.33 | — |
| Median market vapitalization | 3.77M | — |
| 3-year earnings growth | 23.38 | — |