Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 95 | — |
| Standard deviation | 10.59 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 92 | — |
| Standard deviation | 11.76 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 13.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 94 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.48 | — |
| Median market vapitalization | 3.20M | — |
| 3-year earnings growth | 20.76 | — |