Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 71 | — |
| Standard deviation | 10.70 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 72 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 15.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 81 | — |
| Standard deviation | 14.69 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 12.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 1.18 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 795 | — |
| 3-year earnings growth | 13.01 | — |