Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 83 | — |
| Standard deviation | 12.20 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 8.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 87 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 10.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 87 | — |
| Standard deviation | 12.82 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 13.53K | — |
| 3-year earnings growth | 4.13 | — |