Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 86 | — |
| Standard deviation | 13.29 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 10.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 89 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 89 | — |
| Standard deviation | 14.79 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 25.22K | — |
| 3-year earnings growth | 11.04 | — |