Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.82 | — |
| R-squared | 29 | — |
| Standard deviation | 26.79 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 15.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 35 | — |
| Standard deviation | 28.47 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 10.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 41 | — |
| Standard deviation | 23.34 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.35 | — |
| Price/Book (P/B) | 1.57 | — |
| Price/Sales (P/S) | 2.21 | — |
| Price/Cashflow (P/CF) | 0.27 | — |
| Median market vapitalization | 21.45K | — |
| 3-year earnings growth | 39.48 | — |