Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 74 | — |
| Standard deviation | 15.89 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 75 | — |
| Standard deviation | 17.52 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 79 | — |
| Standard deviation | 17.60 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 8.25K | — |
| 3-year earnings growth | 28.19 | — |