Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 93 | — |
| Standard deviation | 13.98 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.98 | — |
| R-squared | 94 | — |
| Standard deviation | 14.43 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 20.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 96 | — |
| Standard deviation | 16.23 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.97 | — |
| Price/Cashflow (P/CF) | 0.67 | — |
| Median market vapitalization | 3.72M | — |
| 3-year earnings growth | 19.38 | — |