Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 84 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 13.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 88 | — |
| Standard deviation | 13.73 | — |
| Sharpe ratio | 1.19 | — |
| Treynor ratio | 18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 90 | — |
| Standard deviation | 13.73 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 14.80K | — |
| 3-year earnings growth | 23.09 | — |