Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 97 | — |
| Standard deviation | 28.24 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 12.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.85 | — |
| R-squared | 97 | — |
| Standard deviation | 32.33 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 16.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 94 | — |
| Standard deviation | 30.03 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 13.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 15.63K | — |
| 3-year earnings growth | 11.15 | — |