Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 93 | — |
| Standard deviation | 13.30 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.62 | — |
| R-squared | 89 | — |
| Standard deviation | 13.80 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 16.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 91 | — |
| Standard deviation | 16.03 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 3.12M | — |
| 3-year earnings growth | 19.93 | — |