Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 87 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 82 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 88 | — |
| Standard deviation | 17.78 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.76 | — |
| Price/Sales (P/S) | 1.16 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 22.76K | — |
| 3-year earnings growth | 21.45 | — |