Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 90 | — |
| Standard deviation | 13.21 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 87 | — |
| Standard deviation | 13.12 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 87 | — |
| Standard deviation | 13.47 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.79 | — |
| Price/Sales (P/S) | 1.50 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 27.62K | — |
| 3-year earnings growth | 14.04 | — |