Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 86 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 79 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 9.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 88 | — |
| Standard deviation | 16.40 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.12 | — |
| Price/Book (P/B) | 0.79 | — |
| Price/Sales (P/S) | 1.16 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 30.07K | — |
| 3-year earnings growth | 21.95 | — |