Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 100 | — |
| Standard deviation | 16.65 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 100 | — |
| Standard deviation | 16.53 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 12.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 98 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.99M | — |
| 3-year earnings growth | 13.21 | — |