Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 96 | — |
| Standard deviation | 12.87 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.76 | — |
| R-squared | 95 | — |
| Standard deviation | 13.84 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 17.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 96 | — |
| Standard deviation | 16.05 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 3.73M | — |
| 3-year earnings growth | 18.70 | — |