Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 91 | — |
| Standard deviation | 17.26 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 91 | — |
| Standard deviation | 17.32 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 13.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 91 | — |
| Standard deviation | 16.83 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 13.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 1.08 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 1.12K | — |
| 3-year earnings growth | 5.49 | — |