Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 92 | — |
| Standard deviation | 14.61 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 7.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 91 | — |
| Standard deviation | 15.79 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 17.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 94 | — |
| Standard deviation | 19 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 27.32K | — |
| 3-year earnings growth | 28.79 | — |