Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 59 | — |
| Standard deviation | 11.47 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 52 | — |
| Standard deviation | 11.86 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 9.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 2 | — |
| Mean annual return | 0.46 | — |
| R-squared | 65 | — |
| Standard deviation | 14.33 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 177.23K | — |
| 3-year earnings growth | 8.40 | — |