Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 94 | — |
| Standard deviation | 8.93 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 12.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 92 | — |
| Standard deviation | 10.31 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 11.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 90 | — |
| Standard deviation | 9.95 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 11.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 27.51K | — |
| 3-year earnings growth | -3.06 | — |