Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 89 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 89 | — |
| Standard deviation | 14.04 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 10.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 86 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.99 | — |
| Price/Sales (P/S) | 1.63 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 17.92K | — |
| 3-year earnings growth | 3.94 | — |