Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 93 | — |
| Standard deviation | 12.91 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 11.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 91 | — |
| Standard deviation | 13.18 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 15.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 95 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 3.13M | — |
| 3-year earnings growth | 18.44 | — |