Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 90 | — |
| Standard deviation | 12.56 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 89 | — |
| Standard deviation | 13.70 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 8.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 87 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 1.03 | — |
| Price/Sales (P/S) | 1.70 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 15.51K | — |
| 3-year earnings growth | -3.52 | — |