Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 94 | — |
| Standard deviation | 11.89 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 94 | — |
| Standard deviation | 12.94 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 9.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 92 | — |
| Standard deviation | 13.57 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.95 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 11.60K | — |
| 3-year earnings growth | 5.46 | — |