Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 96 | — |
| Standard deviation | 13.33 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 15.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.83 | — |
| Beta | 1 | — |
| Mean annual return | 2.10 | — |
| R-squared | 90 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | 1.31 | — |
| Treynor ratio | 21.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 93 | — |
| Standard deviation | 17.83 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.20M | — |
| 3-year earnings growth | 22.85 | — |