Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 63 | — |
| Standard deviation | 9.35 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 66 | — |
| Standard deviation | 9.41 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 70 | — |
| Standard deviation | 9.02 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 41.32K | — |
| 3-year earnings growth | 13.69 | — |