Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 96 | — |
| Standard deviation | 11.07 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 6.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 96 | — |
| Standard deviation | 11.35 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 11.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 97 | — |
| Standard deviation | 13.13 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.34 | — |
| Median market vapitalization | 2.49M | — |
| 3-year earnings growth | 22.05 | — |