Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 75 | — |
| Standard deviation | 10.99 | — |
| Sharpe ratio | 1.40 | — |
| Treynor ratio | 20.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 81 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 1.36 | — |
| Treynor ratio | 20.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 90 | — |
| Standard deviation | 18.70 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 1.16 | — |
| Price/Sales (P/S) | 1.71 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 1.25M | — |
| 3-year earnings growth | 2.63 | — |