Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 83 | — |
| Standard deviation | 7.69 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 73 | — |
| Standard deviation | 7.28 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 2.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 70 | — |
| Standard deviation | 7.65 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 2.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 98.20K | — |
| 3-year earnings growth | 14.63 | — |