Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 28 | — |
| Standard deviation | 5.88 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 6.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 27 | — |
| Standard deviation | 6.02 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 1.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 18 | — |
| Standard deviation | 6.42 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 74.35K | — |
| 3-year earnings growth | 6.95 | — |