Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 95 | — |
| Standard deviation | 9.73 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 6.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 92 | — |
| Standard deviation | 10.37 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 12.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 91 | — |
| Standard deviation | 9.97 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 10.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 31.65K | — |
| 3-year earnings growth | -1.61 | — |