Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 89 | — |
| Standard deviation | 16.21 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 83 | — |
| Standard deviation | 16.34 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 88 | — |
| Standard deviation | 18 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.76 | — |
| Price/Sales (P/S) | 1.16 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 18.01K | — |
| 3-year earnings growth | 21.66 | — |