Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 86 | — |
| Standard deviation | 12.90 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 90 | — |
| Standard deviation | 14.53 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 11.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 91 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 21.39K | — |
| 3-year earnings growth | 9.75 | — |