Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 96 | — |
| Standard deviation | 11.20 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 95 | — |
| Standard deviation | 11.82 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 8.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 94 | — |
| Standard deviation | 12.56 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 33.74K | — |
| 3-year earnings growth | 18.20 | — |