Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 92 | — |
| Standard deviation | 17.12 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 91 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 94 | — |
| Standard deviation | 16.92 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 23.88K | — |
| 3-year earnings growth | 10.75 | — |