Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 97 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 13.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.23 | — |
| Beta | 1 | — |
| Mean annual return | 2.08 | — |
| R-squared | 95 | — |
| Standard deviation | 14.39 | — |
| Sharpe ratio | 1.36 | — |
| Treynor ratio | 22.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 96 | — |
| Standard deviation | 17.92 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.32 | — |
| Median market vapitalization | 1.92M | — |
| 3-year earnings growth | 21 | — |