Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 90 | — |
| Standard deviation | 14.12 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 11.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.93 | — |
| R-squared | 89 | — |
| Standard deviation | 13.43 | — |
| Sharpe ratio | 1.33 | — |
| Treynor ratio | 22.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 93 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 2.23M | — |
| 3-year earnings growth | 20.78 | — |