Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 93 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 90 | — |
| Standard deviation | 12.74 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 15.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 92 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 6.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 5.25K | — |
| 3-year earnings growth | 32.71 | — |