Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 93 | — |
| Standard deviation | 13.13 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 11.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.74 | — |
| R-squared | 93 | — |
| Standard deviation | 12.76 | — |
| Sharpe ratio | 1.21 | — |
| Treynor ratio | 19.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 95 | — |
| Standard deviation | 14.79 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.32 | — |
| Median market vapitalization | 1.97M | — |
| 3-year earnings growth | 20.56 | — |