Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 98 | — |
| Standard deviation | 16.15 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 16.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 99 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 17.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 98 | — |
| Standard deviation | 17.83 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.73 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 24.07K | — |
| 3-year earnings growth | 21.82 | — |