Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 90 | — |
| Standard deviation | 12.87 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 88 | — |
| Standard deviation | 13.14 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 9.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 87 | — |
| Standard deviation | 13.49 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 15.68K | — |
| 3-year earnings growth | -0.47 | — |