Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 63 | — |
| Standard deviation | 12.38 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 18.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3 | — |
| Beta | 1 | — |
| Mean annual return | 1.71 | — |
| R-squared | 72 | — |
| Standard deviation | 12.84 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 20.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 86 | — |
| Standard deviation | 17.38 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 3.11M | — |
| 3-year earnings growth | 23.90 | — |