Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 98 | — |
| Standard deviation | 11.96 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 8.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 98 | — |
| Standard deviation | 13.39 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 14.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 97 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.90M | — |
| 3-year earnings growth | 18.72 | — |