Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 96 | — |
| Standard deviation | 9.80 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 5.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 95 | — |
| Standard deviation | 10.41 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 9.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 97 | — |
| Standard deviation | 12.27 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 6.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.39M | — |
| 3-year earnings growth | 17.49 | — |