Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 94 | — |
| Standard deviation | 12.30 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 11.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 94 | — |
| Standard deviation | 13.82 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 11.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 94 | — |
| Standard deviation | 15.43 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.15M | — |
| 3-year earnings growth | 18.60 | — |