Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 86 | — |
| Standard deviation | 11.59 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 8.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 82 | — |
| Standard deviation | 13.60 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 12.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 85 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 1.24 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 10.83K | — |
| 3-year earnings growth | -12.62 | — |