Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 98 | — |
| Standard deviation | 13.71 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 97 | — |
| Standard deviation | 13.85 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 19.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 97 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 2.49M | — |
| 3-year earnings growth | 20.15 | — |