Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 98 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 98 | — |
| Standard deviation | 15.85 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 98 | — |
| Standard deviation | 15.28 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.19M | — |
| 3-year earnings growth | 12.98 | — |