Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 68 | — |
| Standard deviation | 16.21 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 15.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 72 | — |
| Standard deviation | 15.33 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 16.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 83 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 7.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.45 | — |
| Median market vapitalization | 1.19M | — |
| 3-year earnings growth | 29.10 | — |