Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 93 | — |
| Standard deviation | 13.82 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.64 | — |
| Beta | 1 | — |
| Mean annual return | 2.47 | — |
| R-squared | 78 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 1.50 | — |
| Treynor ratio | 27.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 85 | — |
| Standard deviation | 21.10 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.79M | — |
| 3-year earnings growth | 17.07 | — |