Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 84 | — |
| Standard deviation | 12.92 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 66 | — |
| Standard deviation | 13.43 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 74 | — |
| Standard deviation | 14.19 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 11.18K | — |
| 3-year earnings growth | 10.68 | — |