Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 93 | — |
| Standard deviation | 14.61 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.89 | — |
| R-squared | 91 | — |
| Standard deviation | 14.64 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 19.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 92 | — |
| Standard deviation | 17.18 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 1.26M | — |
| 3-year earnings growth | 18.59 | — |