Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.73 | — |
| R-squared | 92 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 15.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.98 | — |
| R-squared | 91 | — |
| Standard deviation | 14.17 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 20.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 92 | — |
| Standard deviation | 17.23 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 12.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.44M | — |
| 3-year earnings growth | 15.80 | — |