Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 92 | — |
| Standard deviation | 9.81 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 10.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 92 | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | 1.31 | — |
| Treynor ratio | 13.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 93 | — |
| Standard deviation | 12.59 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.11M | — |
| 3-year earnings growth | 23.67 | — |