Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 94 | — |
| Standard deviation | 13.46 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.31 | — |
| Beta | 1 | — |
| Mean annual return | 2.22 | — |
| R-squared | 85 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | 1.40 | — |
| Treynor ratio | 24.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 90 | — |
| Standard deviation | 18.68 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.23 | — |
| Median market vapitalization | 2.22M | — |
| 3-year earnings growth | 19.96 | — |