Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 83 | — |
| Standard deviation | 11.24 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 16.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 84 | — |
| Standard deviation | 12.16 | — |
| Sharpe ratio | 1.15 | — |
| Treynor ratio | 16.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 82 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 13.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 14.06K | — |
| 3-year earnings growth | 4.04 | — |