Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 90 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 88 | — |
| Standard deviation | 18.66 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 90 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 3.19K | — |
| 3-year earnings growth | 11.37 | — |