Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 88 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 91 | — |
| Standard deviation | 16.94 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 12.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 91 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 13.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 1.00 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 1.17K | — |
| 3-year earnings growth | 6.94 | — |