Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 84 | — |
| Standard deviation | 16.25 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.89 | — |
| Beta | 1 | — |
| Mean annual return | 2.20 | — |
| R-squared | 67 | — |
| Standard deviation | 17.27 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 22.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 6.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.81 | — |
| R-squared | 78 | — |
| Standard deviation | 18.87 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 15.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.18M | — |
| 3-year earnings growth | 32.03 | — |