Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 95 | — |
| Standard deviation | 11.91 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 92 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 12.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 88 | — |
| Standard deviation | 13.47 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.10 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 2.12M | — |
| 3-year earnings growth | 16.55 | — |