Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 97 | — |
| Standard deviation | 17.18 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 95 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 94 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 31.45K | — |
| 3-year earnings growth | 18.29 | — |