Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 93 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 87 | — |
| Standard deviation | 15.29 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 17.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 88 | — |
| Standard deviation | 13.61 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.31 | — |
| Median market vapitalization | 1.97M | — |
| 3-year earnings growth | 17.95 | — |