Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 89 | — |
| Standard deviation | 12.60 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 88 | — |
| Standard deviation | 13.32 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 90 | — |
| Standard deviation | 13.03 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 9.08K | — |
| 3-year earnings growth | 13.24 | — |