Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 93 | — |
| Standard deviation | 12.46 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 12.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.73 | — |
| R-squared | 93 | — |
| Standard deviation | 13.57 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 17.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 96 | — |
| Standard deviation | 16.26 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.84M | — |
| 3-year earnings growth | 16.94 | — |