Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 93 | — |
| Standard deviation | 13.46 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.84 | — |
| R-squared | 92 | — |
| Standard deviation | 14.15 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 19.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 92 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.31 | — |
| Median market vapitalization | 2.50M | — |
| 3-year earnings growth | 22.54 | — |