Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 84 | — |
| Standard deviation | 15.34 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.27 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 82 | — |
| Standard deviation | 15.31 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 85 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 48.32K | — |
| 3-year earnings growth | 14.43 | — |