Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 96 | — |
| Standard deviation | 14.79 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 10.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.98 | — |
| R-squared | 93 | — |
| Standard deviation | 15.52 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 19.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 90 | — |
| Standard deviation | 19.46 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 1.89M | — |
| 3-year earnings growth | 23.68 | — |