Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 95 | — |
| Standard deviation | 10.18 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 6.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 95 | — |
| Standard deviation | 10.97 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 10.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 97 | — |
| Standard deviation | 13.16 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.58M | — |
| 3-year earnings growth | 21.39 | — |