Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 99 | — |
| Standard deviation | 12.67 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 14.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.76 | — |
| R-squared | 98 | — |
| Standard deviation | 13.43 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 17.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 98 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.51M | — |
| 3-year earnings growth | 21.38 | — |