Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 81 | — |
| Standard deviation | 13.22 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 84 | — |
| Standard deviation | 16.15 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 11.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 86 | — |
| Standard deviation | 16.61 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 2.63M | — |
| 3-year earnings growth | 22.51 | — |