Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.71 | — |
| R-squared | 84 | — |
| Standard deviation | 12.07 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 19.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 83 | — |
| Standard deviation | 15.06 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 86 | — |
| Standard deviation | 17.14 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 1.06 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 25.03K | — |
| 3-year earnings growth | 10.52 | — |
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