Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 87 | — |
| Standard deviation | 13.74 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 5.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 88 | — |
| Standard deviation | 14.91 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 8.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 79 | — |
| Standard deviation | 15.39 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.86 | — |
| Price/Sales (P/S) | 0.97 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 13.17K | — |
| 3-year earnings growth | 5.48 | — |