Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 94 | — |
| Standard deviation | 15.28 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 94 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 11.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 94 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.89M | — |
| 3-year earnings growth | 11.89 | — |