Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 97 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 97 | — |
| Standard deviation | 13.64 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 11.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 95 | — |
| Standard deviation | 15 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 6.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.50 | — |
| Median market vapitalization | 4.62M | — |
| 3-year earnings growth | 22.48 | — |