Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 91 | — |
| Standard deviation | 11.39 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 10.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 89 | — |
| Standard deviation | 12.76 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 14.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 92 | — |
| Standard deviation | 17.31 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 3.09M | — |
| 3-year earnings growth | 18.12 | — |