Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 93 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 83 | — |
| Standard deviation | 12.51 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 19.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 89 | — |
| Standard deviation | 13.60 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 2.12M | — |
| 3-year earnings growth | 16.72 | — |