Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 89 | — |
| Standard deviation | 12.54 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 5.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 89 | — |
| Standard deviation | 14.04 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 10.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 86 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.99 | — |
| Price/Sales (P/S) | 1.63 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 17.92K | — |
| 3-year earnings growth | 3.94 | — |