Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 91 | — |
| Standard deviation | 13.13 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4 | — |
| Beta | 1 | — |
| Mean annual return | 1.99 | — |
| R-squared | 86 | — |
| Standard deviation | 13.69 | — |
| Sharpe ratio | 1.35 | — |
| Treynor ratio | 22.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 90 | — |
| Standard deviation | 17.10 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.29M | — |
| 3-year earnings growth | 16.74 | — |