Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 79 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 74 | — |
| Standard deviation | 14.29 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 11.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 83 | — |
| Standard deviation | 15.73 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.15 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 3.57K | — |
| 3-year earnings growth | 32.81 | — |