Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 96 | — |
| Standard deviation | 14.78 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.92 | — |
| R-squared | 93 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 18.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 90 | — |
| Standard deviation | 19.42 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 1.89M | — |
| 3-year earnings growth | 23.68 | — |