Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 95 | — |
| Standard deviation | 14.04 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 11.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.78 | — |
| R-squared | 95 | — |
| Standard deviation | 13.67 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 18.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 96 | — |
| Standard deviation | 16.20 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 2.31M | — |
| 3-year earnings growth | 20.99 | — |