Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 90 | — |
| Standard deviation | 12.56 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 89 | — |
| Standard deviation | 13.70 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 8.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 87 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 1.03 | — |
| Price/Sales (P/S) | 1.70 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 15.51K | — |
| 3-year earnings growth | -3.52 | — |