Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 9.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 80 | — |
| Standard deviation | 19.26 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 12.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 84 | — |
| Standard deviation | 20.33 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 18.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 84 | — |
| Standard deviation | 18.83 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 11.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 15.17K | — |
| 3-year earnings growth | 17.14 | — |