Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.61 | — |
| R-squared | 82 | — |
| Standard deviation | 10.26 | — |
| Sharpe ratio | 1.24 | — |
| Treynor ratio | 13.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 85 | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | 1.37 | — |
| Treynor ratio | 15.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 92 | — |
| Standard deviation | 12.04 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 8.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.38 | — |
| Median market vapitalization | 1.11M | — |
| 3-year earnings growth | 20.81 | — |