Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 92 | — |
| Standard deviation | 14.01 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 89 | — |
| Standard deviation | 14.98 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 20.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 65 | — |
| Standard deviation | 16.05 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 12.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 18.07K | — |
| 3-year earnings growth | 33.51 | — |