Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 92 | — |
| Standard deviation | 14.36 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 15.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.12 | — |
| Beta | 1 | — |
| Mean annual return | 2.19 | — |
| R-squared | 88 | — |
| Standard deviation | 14.79 | — |
| Sharpe ratio | 1.41 | — |
| Treynor ratio | 23.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 92 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 1.19M | — |
| 3-year earnings growth | 20.39 | — |