Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.72 | — |
| R-squared | 68 | — |
| Standard deviation | 16.22 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 16.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.71 | — |
| R-squared | 73 | — |
| Standard deviation | 15.30 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 17.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 83 | — |
| Standard deviation | 17.42 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.45 | — |
| Median market vapitalization | 1.19M | — |
| 3-year earnings growth | 29.10 | — |