Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 74 | — |
| Standard deviation | 14.05 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 79 | — |
| Standard deviation | 14.61 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 11.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 83 | — |
| Standard deviation | 14.89 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 47.79K | — |
| 3-year earnings growth | 11.19 | — |