Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.52 | — |
| Beta | 0 | — |
| Mean annual return | 0.41 | — |
| R-squared | 68 | — |
| Standard deviation | 9.40 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 4.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 74 | — |
| Standard deviation | 10.60 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 19.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 7.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 79 | — |
| Standard deviation | 12.62 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 16.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.89 | — |
| Price/Sales (P/S) | 1.78 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 603 | — |
| 3-year earnings growth | 16.50 | — |