Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 85 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 65 | — |
| Standard deviation | 21.07 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 13.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 73 | — |
| Standard deviation | 21.24 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 153.64K | — |
| 3-year earnings growth | 21.34 | — |