Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 66 | — |
| Standard deviation | 12.45 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 15.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 75 | — |
| Standard deviation | 14.20 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 21.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 87 | — |
| Standard deviation | 17.42 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.42 | — |
| Median market vapitalization | 4.61M | — |
| 3-year earnings growth | 22.56 | — |