Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 15.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.98 | — |
| R-squared | 42 | — |
| Standard deviation | 25.56 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 18.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 20.01 | — |
| Beta | 1 | — |
| Mean annual return | 2.97 | — |
| R-squared | 47 | — |
| Standard deviation | 23.62 | — |
| Sharpe ratio | 1.40 | — |
| Treynor ratio | 35.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 68 | — |
| Standard deviation | 27.18 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 684 | — |
| 3-year earnings growth | 0 | — |