Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 79 | — |
| Standard deviation | 17.14 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 11.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 80 | — |
| Standard deviation | 17.33 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 83 | — |
| Standard deviation | 15.75 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 11.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.09 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 1.06M | — |
| 3-year earnings growth | 18.94 | — |