Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 60 | — |
| Standard deviation | 18.02 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 57 | — |
| Standard deviation | 16.41 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 18.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 69 | — |
| Standard deviation | 17.83 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.76 | — |
| Price/Sales (P/S) | 1.21 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 5.69K | — |
| 3-year earnings growth | 22.38 | — |