Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 84 | — |
| Standard deviation | 10.88 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 11.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.73 | — |
| R-squared | 86 | — |
| Standard deviation | 10.69 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | 16.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 93 | — |
| Standard deviation | 11.96 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 8.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.68 | — |
| Median market vapitalization | 1.07M | — |
| 3-year earnings growth | 21.39 | — |