Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 17.25 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 91 | — |
| Standard deviation | 17.30 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 12.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 91 | — |
| Standard deviation | 16.82 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 11.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 1.08 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 1.12K | — |
| 3-year earnings growth | 5.49 | — |