Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 85 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 83 | — |
| Standard deviation | 14.73 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 88 | — |
| Standard deviation | 14.34 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 33.12K | — |
| 3-year earnings growth | 12.09 | — |