Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 89 | — |
| Standard deviation | 3.79 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 2.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 80 | — |
| Standard deviation | 3.81 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 65 | — |
| Standard deviation | 4.34 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.94 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 53.34K | — |
| 3-year earnings growth | 1.22 | — |