Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 84 | — |
| Standard deviation | 11.01 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 77 | — |
| Standard deviation | 12.05 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 7.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 2 | — |
| Mean annual return | 0.37 | — |
| R-squared | 81 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 20.31K | — |
| 3-year earnings growth | 13.64 | — |