Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 89 | — |
| Standard deviation | 14.75 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 12.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 94 | — |
| Standard deviation | 19.14 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 16.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 95 | — |
| Standard deviation | 21.30 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 5.88 | — |
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 | — |