Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 78 | — |
| Standard deviation | 17.70 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 79 | — |
| Standard deviation | 17.83 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 80 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 63.29K | — |
| 3-year earnings growth | 12.14 | — |