Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 94 | — |
| Standard deviation | 12.43 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 17.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 93 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 14.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 94 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.82M | — |
| 3-year earnings growth | 13.70 | — |