Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 73 | — |
| Standard deviation | 14.52 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 77 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 14.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 84 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.86 | — |
| Price/Sales (P/S) | 1.60 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 11.61K | — |
| 3-year earnings growth | 3.40 | — |