Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 58 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.75 | — |
| R-squared | 54 | — |
| Standard deviation | 19.40 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 17.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 62 | — |
| Standard deviation | 20.32 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.95 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 4.21K | — |
| 3-year earnings growth | 23.05 | — |