Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 88 | — |
| Standard deviation | 14.79 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.84 | — |
| R-squared | 89 | — |
| Standard deviation | 14.20 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 19.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 91 | — |
| Standard deviation | 16.32 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.31 | — |
| Median market vapitalization | 1.53M | — |
| 3-year earnings growth | 26.54 | — |