Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.72 | — |
| R-squared | 91 | — |
| Standard deviation | 16.11 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 14.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.65 | — |
| Beta | 1 | — |
| Mean annual return | 2.10 | — |
| R-squared | 79 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | 1.19 | — |
| Treynor ratio | 21.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 86 | — |
| Standard deviation | 20.47 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 1.60 | — |
| Price/Cashflow (P/CF) | 0.69 | — |
| Median market vapitalization | 1.86M | — |
| 3-year earnings growth | 18.70 | — |