Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 2.61 | — |
| R-squared | 96 | — |
| Standard deviation | 29.49 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 25.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 95 | — |
| Standard deviation | 29.38 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 6.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 95 | — |
| Standard deviation | 32.09 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 16.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 5.61K | — |
| 3-year earnings growth | 18.36 | — |