Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 89 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 89 | — |
| Standard deviation | 14.04 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 10.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 86 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.99 | — |
| Price/Sales (P/S) | 1.63 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 17.92K | — |
| 3-year earnings growth | 3.94 | — |