Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 91 | — |
| Standard deviation | 11.94 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 88 | — |
| Standard deviation | 13.26 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 14.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 91 | — |
| Standard deviation | 16.07 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 3.01M | — |
| 3-year earnings growth | 16.50 | — |