Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 97 | — |
| Standard deviation | 10.96 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 94 | — |
| Standard deviation | 11.52 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 95 | — |
| Standard deviation | 11.20 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 48.10K | — |
| 3-year earnings growth | 11.06 | — |