Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 82 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 73 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 13.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 77 | — |
| Standard deviation | 17.84 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.89 | — |
| Price/Sales (P/S) | 1.46 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 1.54K | — |
| 3-year earnings growth | 16.78 | — |