Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 92 | — |
| Standard deviation | 14.48 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 14.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.38 | — |
| Beta | 1 | — |
| Mean annual return | 2.12 | — |
| R-squared | 90 | — |
| Standard deviation | 14.43 | — |
| Sharpe ratio | 1.39 | — |
| Treynor ratio | 23.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 94 | — |
| Standard deviation | 17.36 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 10.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 1.86M | — |
| 3-year earnings growth | 17.51 | — |