Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 85 | — |
| Standard deviation | 14.89 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 12.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.84 | — |
| R-squared | 93 | — |
| Standard deviation | 19.85 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 18.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 94 | — |
| Standard deviation | 23.14 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 2.40M | — |
| 3-year earnings growth | 28.50 | — |