Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 95 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 93 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 93 | — |
| Standard deviation | 16.40 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 57.40K | — |
| 3-year earnings growth | 13.65 | — |