Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 93 | — |
| Standard deviation | 12.61 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 11.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 85 | — |
| Standard deviation | 12.18 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 15.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 89 | — |
| Standard deviation | 13.65 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.03M | — |
| 3-year earnings growth | 13.41 | — |