Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 93 | — |
| Standard deviation | 13.61 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 10.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 90 | — |
| Standard deviation | 13.07 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 18.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 90 | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 2.73M | — |
| 3-year earnings growth | 21.55 | — |