Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 97 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 12.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.32 | — |
| Beta | 1 | — |
| Mean annual return | 2 | — |
| R-squared | 95 | — |
| Standard deviation | 14.38 | — |
| Sharpe ratio | 1.30 | — |
| Treynor ratio | 21.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 96 | — |
| Standard deviation | 17.84 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.32 | — |
| Median market vapitalization | 1.92M | — |
| 3-year earnings growth | 21 | — |