Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 76 | — |
| Standard deviation | 13.83 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 13.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 78 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 84 | — |
| Standard deviation | 15.89 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 42.94K | — |
| 3-year earnings growth | 15.63 | — |