Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 93 | — |
| Standard deviation | 14.89 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 93 | — |
| Standard deviation | 15.97 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 10.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 94 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 106.82K | — |
| 3-year earnings growth | 8.84 | — |