Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 61 | — |
| Standard deviation | 11.43 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 20.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 72 | — |
| Standard deviation | 12.26 | — |
| Sharpe ratio | 1.24 | — |
| Treynor ratio | 19.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 84 | — |
| Standard deviation | 15.22 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.98 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 17.57K | — |
| 3-year earnings growth | 19.02 | — |