Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 97 | — |
| Standard deviation | 16.82 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 4.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 10.19 | — |
| Beta | 1 | — |
| Mean annual return | 2.44 | — |
| R-squared | 92 | — |
| Standard deviation | 21.12 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 28.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 90 | — |
| Standard deviation | 19.10 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 14.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 1.38 | — |
| Price/Cashflow (P/CF) | 0.69 | — |
| Median market vapitalization | 2.36M | — |
| 3-year earnings growth | 7.20 | — |