Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 99 | — |
| Standard deviation | 11.89 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 9.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 98 | — |
| Standard deviation | 13.33 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 14.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 98 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.45M | — |
| 3-year earnings growth | 20.11 | — |