Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 55 | — |
| Standard deviation | 14.56 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 8.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 56 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 15.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 45 | — |
| Standard deviation | 17.77 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 9.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 1.50 | — |
| Price/Sales (P/S) | 2.00 | — |
| Price/Cashflow (P/CF) | 0.29 | — |
| Median market vapitalization | 4.39K | — |
| 3-year earnings growth | -3.67 | — |