Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 86 | — |
| Standard deviation | 30.56 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 10.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 81 | — |
| Standard deviation | 30.82 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 9.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 83 | — |
| Standard deviation | 31.17 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 16.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 1.49K | — |
| 3-year earnings growth | 0 | — |