Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 96 | — |
| Standard deviation | 13.86 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 95 | — |
| Standard deviation | 13.43 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 16.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 97 | — |
| Standard deviation | 15.01 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 1.24 | — |
| Price/Cashflow (P/CF) | 0.50 | — |
| Median market vapitalization | 3.39M | — |
| 3-year earnings growth | 25.52 | — |