Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 87 | — |
| Standard deviation | 15.43 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 80 | — |
| Standard deviation | 15.07 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 88 | — |
| Standard deviation | 16.46 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.12 | — |
| Price/Book (P/B) | 0.79 | — |
| Price/Sales (P/S) | 1.16 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 22.94K | — |
| 3-year earnings growth | 21.57 | — |