Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 97 | — |
| Standard deviation | 18 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 94 | — |
| Standard deviation | 17.09 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 94 | — |
| Standard deviation | 17.33 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 22.92K | — |
| 3-year earnings growth | 10.73 | — |