Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 93 | — |
| Standard deviation | 13.46 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 92 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 19.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 92 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.31 | — |
| Median market vapitalization | 2.50M | — |
| 3-year earnings growth | 22.54 | — |