Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 84 | — |
| Standard deviation | 12.47 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 83 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 10.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 79 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 1.51 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 4.77K | — |
| 3-year earnings growth | 5.08 | — |