Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 88 | — |
| Standard deviation | 15.36 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 90 | — |
| Standard deviation | 14.97 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 92 | — |
| Standard deviation | 15.38 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.72 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 50.44K | — |
| 3-year earnings growth | 6.07 | — |