Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 67 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 68 | — |
| Standard deviation | 7.25 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 7.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 73 | — |
| Standard deviation | 8.53 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 4.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 26.85K | — |
| 3-year earnings growth | 15.96 | — |