Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 73 | — |
| Standard deviation | 16.02 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 71 | — |
| Standard deviation | 17.41 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 10.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 79 | — |
| Standard deviation | 16.91 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.77 | — |
| Price/Sales (P/S) | 1.20 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 23.00K | — |
| 3-year earnings growth | 8.02 | — |