Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.94 | — |
| Beta | 1 | — |
| Mean annual return | 2.33 | — |
| R-squared | 79 | — |
| Standard deviation | 14.64 | — |
| Sharpe ratio | 1.73 | — |
| Treynor ratio | 32.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.82 | — |
| Beta | 1 | — |
| Mean annual return | 2 | — |
| R-squared | 86 | — |
| Standard deviation | 16.07 | — |
| Sharpe ratio | 1.41 | — |
| Treynor ratio | 29.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 92 | — |
| Standard deviation | 17.98 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 12.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.12 | — |
| Price/Book (P/B) | 0.86 | — |
| Price/Sales (P/S) | 1.50 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 7.34K | — |
| 3-year earnings growth | 28.69 | — |