Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 93 | — |
| Standard deviation | 14.69 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.94 | — |
| R-squared | 91 | — |
| Standard deviation | 14.67 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 19.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 92 | — |
| Standard deviation | 17.20 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 12.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 1.31M | — |
| 3-year earnings growth | 19.61 | — |