Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.72 | — |
| R-squared | 96 | — |
| Standard deviation | 12.65 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 16.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 91 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 19.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 93 | — |
| Standard deviation | 17.48 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 4.47M | — |
| 3-year earnings growth | 22.93 | — |