Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 82 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 76 | — |
| Standard deviation | 14.83 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 18.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 77 | — |
| Standard deviation | 16.30 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 11.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 1.11 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 23.52K | — |
| 3-year earnings growth | 10.31 | — |