Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 88 | — |
| Standard deviation | 14.67 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 12.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.66 | — |
| R-squared | 94 | — |
| Standard deviation | 19.12 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 16.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 95 | — |
| Standard deviation | 21.22 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 5.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 4.31M | — |
| 3-year earnings growth | 26.13 | — |