Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 89 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 82 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 87 | — |
| Standard deviation | 17.90 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 1.09 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 18.00K | — |
| 3-year earnings growth | 19.91 | — |