Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 88 | — |
| Standard deviation | 14.98 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 12.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 81 | — |
| Standard deviation | 15.24 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 88 | — |
| Standard deviation | 16.40 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.77 | — |
| Price/Sales (P/S) | 1.09 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 28.19K | — |
| 3-year earnings growth | 13.03 | — |