Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 89 | — |
| Standard deviation | 14.99 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 87 | — |
| Standard deviation | 16.02 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 15.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 88 | — |
| Standard deviation | 16.27 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 10.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 1.05 | — |
| Price/Sales (P/S) | 1.62 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 4.14K | — |
| 3-year earnings growth | 10.52 | — |